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Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Sloot, H.; Scherer, M.
Titel:
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 characterizatio...     »
Zeitschriftentitel:
Information Sciences
Jahr:
2020
Band / Volume:
512
Seitenangaben Beitrag:
258-276
Reviewed:
ja
Volltext / DOI:
doi:10.1016/j.ins.2019.09.069
Status:
Verlagsversion / published
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