Copulas Based on Marshall–Olkin Machinery

DOI10.1007/978-3-319-19039-6_2zbMath1365.62188OpenAlexW956952234MaRDI QIDQ5272896

Stéphane Girard, Gildas Mazo, Fabrizio Durante

Publication date: 5 July 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-19039-6_2

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items

Shock models with dependence and asymmetric linkages, Extreme generators of shock induced copulas, Marshall-Olkin type copulas generated by a global shock, Asymmetric linkages: maxmin vs. reflected maxmin copulas, Singular components of shock model copulas, Dependence properties of multivariate distributions with proportional hazard rate marginals, Dependence properties and Bayesian inference for asymmetric multivariate copulas, Multivariate upper semilinear copulas, Transformation of a copula using the associated co-copula, Constructing copulas from shock models with imprecise distributions, Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution

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