Min-infinite divisibility of the bivariate Marshall-Olkin copulas

被引：1
|
作者：
Shenkman, Natalia [1 ]
机构：
[1] Tech Univ Munich, Dept Math, D-85747 Garching, Germany
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2022年 / 51卷 / 01期
关键词：
Marshall-Olkin copula; min-infinite divisibility; RCSI; TP2; MULTIVARIATE DISTRIBUTIONS; MODEL;
D O I：
10.1080/03610926.2020.1747080
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
There are many well-known bivariate distributions, such as the normal distribution, for which the question of whether they are max- or min-infinite divisible was settled a long time ago. However, despite its popularity, the bivariate Marshall-Olkin family of copulas was never the target of such an investigation, presumably due to the deterrent character of its density. Herein, we show that the challenges faced can be overcome with ease thanks to a convenient factorization.
引用
收藏
页码：226 / 231
页数：6
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