Sampling a survival and conditional class of Archimedean processes

DOI10.5539/JMR.V5N1P53MaRDI QIDQ2862586zbMATH OpenOpenAlexFDO

Authors Diakarya Barro

Publication date 18 November 2013

Published in Journal of Mathematics Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://ccsenet.org/journal/index.php/jmr/article/view/23137/15142

zbMATH Keywords

survivalcopulaextreme valuesgeneratorArchimedeanArchimax

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exchangeability for stochastic processes (60G09) Survival analysis and censored data (62N99)

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Cited in

(5)

• Spatial tail dependence and survival stability in a class of Archimedean copulas
• Copula of Bernstein and degree of discordance
• The Markov consistency of Archimedean survival processes
• Survival analysis by sampling mixtures of extremal copulas
• Archimedean survival processes

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