On the Mai–Wang stochastic decomposition for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si3.svg" display="inline" id="d1e23"><mml:msub><mml:mrow><mml:mi>ℓ</mml:mi></mml:mrow><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:msub></mml:math>-norm symmetric survival functions on the positive orthant-Reference-Cited by-同舟云学术

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On the Mai–Wang stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant

Published:2024-09 Issue: Volume:203 Page:105331
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Genest Christian^ORCID,Nešlehová Johanna G.

Publisher

Elsevier BV

Reference8 articles.

1. Multivariate Archimax copulas;Charpentier;J. Multivariate Anal.,2014

2. The class of multivariate max-id copulas with ℓ1-norm symmetric exponent measure;Genest;Bernoulli,2018

3. Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation;Górecki;Comput. Statist. Data Anal.,2021

4. Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant;Mai;J. Multivariate Anal.,2021

5. Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions;McNeil;Ann. Statist.,2009

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