| Naslov: | Marshall-Olkin copulas revisited |
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| Avtorji: | ID Košir, Tomaž (Avtor)
ID Lazić, Petra (Avtor)
ID Omladič, Matjaž (Avtor) |
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| Datoteke: |  PDF - Predstavitvena datoteka, prenos (928,11 KB)
MD5: 66EA14976A2792B87A108D2C6BE9AA42
 URL - Izvorni URL, za dostop obiščite https://link.springer.com/article/10.1007/s00009-026-03135-x
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| Jezik: | Angleški jezik |
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| Tipologija: | 1.01 - Izvirni znanstveni članek |
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| Organizacija: |  IMFM - Inštitut za matematiko, fiziko in mehaniko
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| Povzetek: | Almost 70-year-old Marshall–Olkin copulas, then wider Marshall copulas, and finally even wider shock model (SM) copulas constitute a substantial part of nowadays copula theory due to numerous applications. Recently, Christian Genest with some coauthors introduced a new stochastic model for a special subclass of SM copulas which gives not only a new angle on these copulas but also widens the range of applications. In this paper, we extend this type of stochastic model to all known subclasses of SM copulas. We also introduce a novel class of SM copulas and extend the new stochastic model to this class as well. |
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| Ključne besede: | copulas, dependence concepts, shock models, extreme points |
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| Status publikacije: | Objavljeno |
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| Verzija publikacije: | Objavljena publikacija |
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| Datum objave: | 01.06.2026 |
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| Leto izida: | 2026 |
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| Št. strani: | 18 str. |
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| Številčenje: | Vol. 23, iss. 4, article no. 142 |
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| PID: | 20.500.12556/DiRROS-29861  |
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| UDK: | 519.2 |
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| ISSN pri članku: | 1660-5446 |
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| DOI: | 10.1007/s00009-026-03135-x |
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| COBISS.SI-ID: | 280873475 |
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| Datum objave v DiRROS: | 08.06.2026 |
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| Število ogledov: | 99 |
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| Število prenosov: | 60 |
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| Metapodatki: |    |
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