Some properties of bivariate Schur-constant distributions

Bao Ta Quoc; Chung Pham Van

doi:10.1016/j.spl.2017.01.007

Some properties of bivariate Schur-constant distributions

Bao Ta Quoc
, Chung Pham Van

Research output: Contribution to journal › Article › Scientific › peer-review

12 Citations (Scopus)

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.

Original language	Undefined/Unknown
Pages (from-to)	69–76
Journal	Statistics and Probability Letters
Volume	124
DOIs	https://doi.org/10.1016/j.spl.2017.01.007
Publication status	Published - 2017
MoE publication type	A1 Journal article-refereed

Access to Document

10.1016/j.spl.2017.01.007

http://www.sciencedirect.com/science/article/pii/S0167715217300275

Cite this

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AU - Pham Van, Chung

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DO - 10.1016/j.spl.2017.01.007

M3 - Artikel

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JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

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