| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129969 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
This paper deals with the Laplace transform of bivariate Schur-constant models. We show that this transform generates a new family of copulas. Some connections with excursion theory and reflecting Brownian motion are investigated.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Bao Quoc Ta, Chung Pham Van,