Finite exchangeability, Lévy-frailty copulas and higher-order monotonic sequences
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Publication:376267
DOI10.1007/S10959-011-0389-9zbMATH Open1277.60031OpenAlexW2086608951MaRDI QIDQ376267FDOQ376267
Authors: Paul Ressel 
Publication date: 4 November 2013
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-011-0389-9
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- A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences
Marshall-Olkin distributionfinite exchangeability\(n\)-(absolutely)-monotone functionLévy-frailty copula
Cites Work
- Title not available (Why is that?)
- Finite exchangeable sequences
- Finite forms of de Finetti's theorem on exchangeability
- A Multivariate Exponential Distribution
- Lévy-frailty copulas
- Reparameterizing Marshall–Olkin copulas with applications to sampling
- Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
- Exchangeability and semigroups
- Tail dependence comparison of survival Marshall-Olkin copulas
Cited In (7)
- Exchangeable exogenous shock models
- Two novel characterizations of self-decomposability on the half-line
- On finite exchangeable sequences and their dependence
- \(H\)-extendible copulas
- Lévy-frailty copulas
- A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences
- Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
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