Extreme value properties of the extended Marshall-Olkin model (2014)
- Authors:
- USP affiliated author: KOLEV, NIKOLAI VALTCHEV - IME
- School: IME
- Subject: PROCESSOS ESTOCÁSTICOS
- Language: Inglês
- Imprenta:
-
ABNT
PINTO, Jayme; KOLEV, Nikolai. Extreme value properties of the extended Marshall-Olkin model. [S.l: s.n.], 2014. -
APA
Pinto, J., & Kolev, N. (2014). Extreme value properties of the extended Marshall-Olkin model. São Paulo: IME-USP. -
NLM
Pinto J, Kolev N. Extreme value properties of the extended Marshall-Olkin model. 2014 ; -
Vancouver
Pinto J, Kolev N. Extreme value properties of the extended Marshall-Olkin model. 2014 ; - Occupation measure of Markov-modulated risk processes
- Bayesian analysis of the extended Marshall-Olkin model
- Characterizations of the class of bivariate Gompertz distributions
- Characterizations of extreme value extended Marshall-Olkin models with exponential marginals
- Representation of bivariate copulas via local measure of dependence
- Modelando dependências via cópulas
- Continuous bivariate distributions with linear sum of the Hazard gradient components
- Sibuya-type bivariate lack of memory property
- Brazialian Conference on Statistical Modelling in Insurance and Finance: proceedings
- The BALM copula
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