A note on the Galambos copula and its associated Bernstein function
Work
Year: 2014
Type: article
Abstract: There is an infinite exchangeable sequence of random variables {X k } kââ such that each finitedimensional distribution follows a min-stable multivariate exponential law with Galambos survival copula... more
Source: Dependence Modeling
Author Jan-Frederik Mai
Institution Technical University of Munich
Cites: 19
Cited by: 3
Related to: 10
FWCI:
Citation percentile (by year/subfield): 64.2
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: gold
APC paid (est): $1,078