Characterizations of multivariate distributions with limited memory revisited: an analytical approach

MaRDI QIDQ6146323zbMATH OpenFDO

Authors Natalia Shenkman

Publication date 5 February 2024

Full work available at URL https://alea.impa.br/articles/v20/20-39.pdf

zbMATH Keywords

lack of memoryMarshall-Olkin exponential distributionmultivariate geometric distributionrectangle probabilities

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

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• A natural parametrization of multivariate distributions with limited memory
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• A Sufficient Condition for Total Monotonicity
• A TRACTABLE MULTIVARIATE DEFAULT MODEL BASED ON A STOCHASTIC TIME-CHANGE
• An Analytical Characterization of the Exchangeable Wide-Sense Geometric Law
• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• Continuous Bivariate Distributions
• Extendibility of Marshall-Olkin distributions and inverse Pascal triangles
• Functional equations for multivariate exponential distributions
• scientific article; zbMATH DE number 3793206 (Why is no real title available?)
• scientific article; zbMATH DE number 3558659 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Lévy-frailty copulas
• Marshall-Olkin distributions, subordinators, efficient simulation, and applications to credit risk
• Min-infinite divisibility of the bivariate Marshall–Olkin copulas
• Moments of convex distribution functions and completely alternating sequences
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Multivariate distributions with exponential minimums
• Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws
• Reparameterizing Marshall–Olkin copulas with applications to sampling
• Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber

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