Characterizations of extreme value extended Marshall-Olkin models with exponential marginals (2016)
- Authors:
- USP affiliated author: KOLEV, NIKOLAI VALTCHEV - IME
- School: IME
- DOI: 10.5539/ijsp.v6n1p87
- Subjects: DISTRIBUIÇÕES (PROBABILIDADE); PROCESSOS ESTOCÁSTICOS
- Keywords: bivariate extreme value distribution; extended Marshall-Olkin model; Pickands measure and dependence function
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: International Journal of Statistics and Probability
- ISSN: 1927-7040
- Volume/Número/Paginação/Ano: v. 6, n. 1, p. 87-94, 2016
- Este periódico é de acesso aberto
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: gold
- Licença: cc-by
-
ABNT
KOLEV, Nikolai; PINTO, Jayme. Characterizations of extreme value extended Marshall-Olkin models with exponential marginals. International Journal of Statistics and Probability, Toronto, v. 6, n. 1, p. 87-94, 2016. Disponível em: < https://dx.doi.org/10.5539/ijsp.v6n1p87 > DOI: 10.5539/ijsp.v6n1p87. -
APA
Kolev, N., & Pinto, J. (2016). Characterizations of extreme value extended Marshall-Olkin models with exponential marginals. International Journal of Statistics and Probability, 6( 1), 87-94. doi:10.5539/ijsp.v6n1p87 -
NLM
Kolev N, Pinto J. Characterizations of extreme value extended Marshall-Olkin models with exponential marginals [Internet]. International Journal of Statistics and Probability. 2016 ; 6( 1): 87-94.Available from: https://dx.doi.org/10.5539/ijsp.v6n1p87 -
Vancouver
Kolev N, Pinto J. Characterizations of extreme value extended Marshall-Olkin models with exponential marginals [Internet]. International Journal of Statistics and Probability. 2016 ; 6( 1): 87-94.Available from: https://dx.doi.org/10.5539/ijsp.v6n1p87 - Extreme value properties of the extended Marshall-Olkin model
- Occupation measure of Markov-modulated risk processes
- Bayesian analysis of the extended Marshall-Olkin model
- Characterizations of the class of bivariate Gompertz distributions
- 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
Informações sobre o DOI: 10.5539/ijsp.v6n1p87 (Fonte: oaDOI API)
Download do texto completo
| Tipo | Nome | Link | |
|---|---|---|---|
 | 2887505.pdf | Direct link |
How to cite
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
