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Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures · Study

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ArticleArchimedean-based Marshall-Olkin Distributions and Related Dependence Structures

Unknown author2017

OA

Articlegreen2017

Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures

Unknown author

26 citations·0/0 files stored·Methodology And Computing In Applied Probability

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Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Probability and Risk Models

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References

2004Insurance: Mathematics and Economics 1993Statistical Inference Procedures for Bivariate Archimedean Copulas 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions 2000Bivariate Distributions with Given Extreme Value Attractor 2005A method to obtain new copulas from a given one 2009On the construction of multivariate extreme value models via copulas 2008Orthant tail dependence of multivariate extreme value distributions 2010From Archimedean to Liouville copulas

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Year2017

Typearticle

Published2017-01-30

VenueMethodology And Computing In Applied Probability

ISSN-L1387-5841

Languageen

Citations26

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/s11009-016-9539-y

openalex_workW1568921166

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