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

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

9 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.

Originalspråk	Odefinierat/okänt
Sidor (från-till)	69–76
Tidskrift	Statistics and Probability Letters
Volym	124
DOI	https://doi.org/10.1016/j.spl.2017.01.007
Status	Publicerad - 2017
MoE-publikationstyp	A1 Tidskriftsartikel-refererad

Åtkomst av dokument

10.1016/j.spl.2017.01.007

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

Citera det här

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title = "Some properties of bivariate Schur-constant distributions",

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.",

author = "{Ta Quoc}, Bao and {Pham Van}, Chung",

year = "2017",

doi = "10.1016/j.spl.2017.01.007",

language = "Odefinierat/ok{\"a}nt",

volume = "124",

pages = "69–76",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier",

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AU - Ta Quoc, Bao

AU - Pham Van, Chung

PY - 2017

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N2 - 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.

AB - 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.

U2 - 10.1016/j.spl.2017.01.007

DO - 10.1016/j.spl.2017.01.007

M3 - Artikel

SN - 0167-7152

VL - 124

SP - 69

EP - 76

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

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