Some properties of bivariate Schur-constant distributions

Bao Quoc Ta and Chung Pham Van

Statistics & Probability Letters, 2017, vol. 124, issue C, 69-76

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.

Keywords: Schur-constant distribution; Archimedean copulas; Laplace transform (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (7)

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DOI: 10.1016/j.spl.2017.01.007

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