Exogenous shock models: analytical characterization and probabilistic construction

DOI10.1007/s00184-019-00715-8zbMath1432.62354OpenAlexW2802559134WikidataQ127930903 ScholiaQ127930903MaRDI QIDQ2338099

Matthias Scherer, Henrik Sloot

Publication date: 20 November 2019

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://mediatum.ub.tum.de/doc/1431488/document.pdf

zbMATH Keywords

exogenous shock modelmultivariate survival functionfatal shock modelgeneralized Marshall-Olkin distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Reliability and life testing (62N05) Jump processes on discrete state spaces (60J74)

Related Items (2)

A general multivariate new better than used (MNBU) distribution and its properties ⋮ Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences

Cites Work

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