Marshall–Olkin type copulas generated by a global shock

Author:

Durante FabrizioORCID,Girard Stéphane,Mazo Gildas

Funder

Free University of Bozen-Bolzano, School of Economics and management

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference40 articles.

1. A multivariate exponential distribution;Marshall;J. Amer. Statist. Assoc.,1967

2. Simulating Copulas;Mai,2012

3. Marshall–Olkin Distributions—Advances in Theory and Practice,2015

4. Generalized Marshall–Olkin distributions and related bivariate ageing properties;Li;J. Multivariate Anal.,2011

5. Multivariate distributions with proportional reversed hazard marginals;Kundu;Comput. Statist. Data Anal.,2014

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