Multivariate generalized Marshall-Olkin distributions and copulas
From MaRDI portal
Publication:2445486
DOI10.1007/S11009-012-9297-4zbMATH Open1291.60031OpenAlexW1966603946MaRDI QIDQ2445486FDOQ2445486
Authors: Xiaohu Li, Jianhua Lin 
Publication date: 14 April 2014
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-012-9297-4
Recommendations
- Tail dependence comparison of survival Marshall-Olkin copulas
- Generalized Marshall-Olkin distributions and related bivariate aging properties
- Archimedean-based Marshall-Olkin distributions and related dependence structures
- Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence
- Generalized multivariate Gumbel distributions -- dependence, aging properties and applications
Probability distributions: general theory (60E05) Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- An introduction to copulas.
- Title not available (Why is that?)
- Tail dependence for elliptically contoured distributions
- Title not available (Why is that?)
- Life distributions. Structure of nonparametric, semiparametric, and parametric families.
- Title not available (Why is that?)
- Parametric families of multivariate distributions with given margins
- Stochastic orders
- Title not available (Why is that?)
- A Multivariate Exponential Distribution
- Reparameterizing Marshall–Olkin copulas with applications to sampling
- Title not available (Why is that?)
- Generalized Marshall-Olkin distributions and related bivariate aging properties
- Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
- Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
- Continuous Bivariate Distributions
- The bivariate generalized linear failure rate distribution and its multivariate extension
- Tail dependence comparison of survival Marshall-Olkin copulas
- Characterization of a Marshall-Olkin type class of distributions
- The Pickands representation of survival Marshall-Olkin copulas
- Weibull extensions of the Freund and Marshall-Olkin bivariate exponential models
- New characterization of Marshall-Olkin-type distributions via bivariate random summation scheme
- Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence
Cited In (37)
- Tail dependence comparison of survival Marshall-Olkin copulas
- Extended Marshall-Olkin model and its dual version
- On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution
- The deFinetti representation of generalised Marshall-Olkin sequences
- Three approaches in the study of recurrent Markovian and semi-Markovian processes
- Multivariate Markov families of copulas
- Characterization of a Marshall-Olkin type class of distributions
- Generalized Marshall-Olkin distributions and related bivariate aging properties
- Exogenous shock models: analytical characterization and probabilistic construction
- Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law
- General Marshall-Olkin models, dependence orders, and comparisons of environmental processes
- Hierarchical Archimedean dependence in common shock models
- Marshall-Olkin Laplace transform copulas of multivariate gamma distributions
- The mean of Marshall-Olkin-dependent exponential random variables
- Copulae: an overview and recent developments
- The Generalized Marshall–Olkin Type Multivariate Pareto Distributions
- Generalized multivariate Gumbel distributions -- dependence, aging properties and applications
- Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions
- Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence
- A new family of Marshall-Olkin extended generalized linear exponential distribution
- Marshall-Olkin type copulas generated by a global shock
- Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution
- A generalization of Archimedean and Marshall-Olkin copulas family
- On extremes of bivariate residual lifetimes from generalized Marshall-Olkin and time transformed exponential models
- Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
- Some properties of the Marshall-Olkin and generalized Cuadras-Augé families of copulas
- A probabilistic view on semilinear copulas
- A note on bivariate dual generalized Marshall-Olkin distributions with applications
- A new family of Marshall-Olkin extended distributions
- Reparameterizing Marshall–Olkin copulas with applications to sampling
- The Pickands representation of survival Marshall-Olkin copulas
- A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences
- Copulas based on Marshall-Olkin machinery
- A Marshall-Olkin type multivariate model with underlying dependent shocks
- On sensitivity analysis of steady state probabilities of double redundant renewable system with Marshall-Olkin failure model
- Shock models with recovery option via the maxmin copulas
- Archimedean-based Marshall-Olkin distributions and related dependence structures
This page was built for publication: Multivariate generalized Marshall-Olkin distributions and copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2445486)
