Benutzer: Gast  Login
Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Mai, J.; Scherer, M. 
Nicht-TUM Koautoren:
nein 
Kooperation:
Titel:
The Pickands representation of survival Marshall-Olkin copulas 
Abstract:
The Pickands representation of an arbitrary survival Marshall-Olkin copula is computed. In dimension d>=2, the corresponding dependence measure is discrete with support consisting of at most 2^d-1 atoms on the d-dimensional unit simplex. 
Intellectual Contribution:
Discipline-based Research 
Zeitschriftentitel:
Statistics and Probability Letters 
Jahr:
2010 
Band / Volume:
80 
Heft / Issue:
5/6 
Seitenangaben Beitrag:
357-360 
Reviewed:
ja 
Sprache:
en 
Status:
Verlagsversion / published 
TUM Einrichtung:
Lehrstuhl für Finanzmathematik 
Format:
Text 
Key publication:
Nein 
Peer reviewed:
Ja 
International:
Ja 
Book review:
Nein 
commissioned:
not commissioned 
Professional Journal:
Nein