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Titel:

A probabilistic view on semilinear copulas

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Sloot, H.; Scherer, M.
Nicht-TUM Koautoren:
nein
Kooperation:
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
Zeitschriftentitel:
Information Sciences
Journal gelistet in FT50 Ranking:
nein
Jahr:
2020
Band / Volume:
512
Seitenangaben Beitrag:
258-276
Reviewed:
ja
Volltext / DOI:
doi:10.1016/j.ins.2019.09.069
Status:
Verlagsversion / published
Urteilsbesprechung:
0
Key publication:
Nein
Peer reviewed:
Ja
commissioned:
not commissioned
Technology:
Nein
Interdisziplinarität:
Nein
Leitbild:
;
Ethics und Sustainability:
Nein
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