Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence

DOI10.1080/03610920701826211zbMATH Open1145.60011OpenAlexW2127141019MaRDI QIDQ3518482FDOQ3518482

Authors: Haijun Li 

Publication date: 8 August 2008

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701826211

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zbMATH Keywords

copulatail dependencemultivariate Gumbel distributionMarshall-Olkin type distributionmultivariate Fréchet distributionpairwise IE transform

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

Cites Work

• Title not available (Why is that?)
• Tail dependence for elliptically contoured distributions
• Inequalities for distributions with given marginals
• Majorization of weighted trees: A new tool to study correlated stochastic systems
• Characterization of a Marshall-Olkin type class of distributions
• Stochastic bounds and dependence properties of survival times in a multicomponent shock model

Cited In (7)

• Tail dependence comparison of survival Marshall-Olkin copulas
• Extended Marshall-Olkin model and its dual version
• Multivariate generalized Marshall-Olkin distributions and copulas
• Modeling bivariate lifetimes based on expected present values of residual lives
• Toward a copula theory for multivariate regular variation
• Generalized multivariate Gumbel distributions -- dependence, aging properties and applications
• On extremes of two-dimensional Student-\(t\) distribution of the Marshall-Olkin type

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