A new extreme value copula and new families of univariate distributions based on Freund's exponential model

DOI10.1515/DEMO-2020-0018zbMATH Open1466.62327OpenAlexW3117814982WikidataQ115514483 ScholiaQ115514483MaRDI QIDQ830306FDOQ830306

Georg Ch. Pflug, Sándor Guzmics

Publication date: 7 May 2021

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2020-0018

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zbMATH Keywords

copulasmultivariate distributionsextreme value copulasFreund copulalifetime modelingparametric univariate distributionssums of non-independent random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Reliability and life testing (62N05) Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

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Cited In (1)

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