Some properties of bivariate Schur-constant distributions

Bao Ta Quoc, Chung Pham Van

    Forskningsoutput: TidskriftsbidragArtikelPeer review

    6 Citeringar (Scopus)

    Sammanfattning

    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.
    OriginalspråkOdefinierat/okänt
    Sidor (från-till)69–76
    TidskriftStatistics and Probability Letters
    Volym124
    DOI
    StatusPublicerad - 2017
    MoE-publikationstypA1 Tidskriftsartikel-refererad

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