| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152812 | Statistics & Probability Letters | 2010 | 4 Pages |
Abstract
The Pickands representation of an arbitrary survival Marshall-Olkin copula is computed. In dimension dâ¥2, the corresponding dependence measure is discrete with support consisting of 2dâ1 atoms on the d-dimensional unit simplex.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jan-Frederik Mai, Matthias Scherer,