Shock models with dependence and asymmetric linkages
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Publication:2398074
DOI10.1016/j.fss.2016.09.006zbMath1368.62127OpenAlexW2520172259MaRDI QIDQ2398074
Nina Ružić, Fabrizio Durante, Matjaž Omladič, Lovrenc Oražem
Publication date: 15 August 2017
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2016.09.006
Related Items
Extreme generators of shock induced copulas ⋮ Some multivariate imprecise shock model copulas ⋮ On some properties of reflected maxmin copulas ⋮ Asymmetric linkages: maxmin vs. reflected maxmin copulas ⋮ On structural properties of an asymmetric copula family and its statistical implication ⋮ Singular components of shock model copulas ⋮ Non-exchangeability of copulas arising from shock models ⋮ Reflected maxmin copulas and modeling quadrant subindependence ⋮ Constructing copulas from shock models with imprecise distributions
Uses Software
Cites Work
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