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

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)

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Cites work

• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Characterization of a Marshall-Olkin type class of distributions
• Inequalities for distributions with given marginals
• Majorization of weighted trees: A new tool to study correlated stochastic systems
• Stochastic bounds and dependence properties of survival times in a multicomponent shock model
• Tail dependence for elliptically contoured distributions

Cited in

(7)

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

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