Duality of the multivariate distributions of Marshall-Olkin type and tail dependence

Communications in Statistics - Theory and Methods

Volumn 37, Issue 11, 2008, Pages 1721-1733

  Li, Haijun ^a  

^a WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Copula; Marshall Olkin type distribution; Multivariate Frchet distribution; Multivariate Gumbel distribution; Pairwise IE transform; Tail dependence

Indexed keywords

MATHEMATICAL MORPHOLOGY; MULTIVARIABLE CONTROL SYSTEMS; NUMERICAL METHODS; PROBLEM SOLVING;

MARSHALL-OLKIN TYPE DISTRIBUTION; MULTIVARIATE FRCHET DISTRIBUTION; MULTIVARIATE GUMBEL DISTRIBUTION; PAIRWISE IE TRANSFORMS; TAIL DEPENDENCE;

PROBABILITY DISTRIBUTIONS;

EID: 41849107495     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920701826211     Document Type: Conference Paper

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