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Document type:
Zeitschriftenaufsatz 
Author(s):
Sloot, H.; Scherer, M. 
Title:
A probabilistic view on semilinear copulas 
Abstract:
This article advances the theory on multivariate upper semilinear copulas. Probabilistic features of this class are discussed and three subclasses are investigated in detail. The first one consists of upper semilinear copulas whose survival copulas are generalized Marshall–Olkin copulas. The second subclass is defined by the property of having identical multivariate diagonals. The third subclass is a family of extendible upper semilinear copulas. Stochastic models and analytical characterizati...    »
 
Journal title:
forthcoming in Information Sciences 
Year:
2019 
Status:
Postprint / reviewed