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Title:

A probabilistic view on semilinear copulas

Document type:
Zeitschriftenaufsatz
Author(s):
Sloot, H.; Scherer, M.
Non-TUM Co-author(s):
nein
Cooperation:
international
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 characterizatio...     »
Intellectual Contribution:
Discipline-based Research
Journal title:
Information Sciences
Journal listet in FT50 ranking:
nein
Year:
2020
Journal volume:
512
Pages contribution:
258-276
Reviewed:
ja
Fulltext / DOI:
doi:10.1016/j.ins.2019.09.069
Status:
Verlagsversion / published
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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