Min-infinite divisibility of the bivariate Marshall–Olkin copulas

Natalia Shenkman

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 1, 226-231

Abstract: There are many well-known bivariate distributions, such as the normal distribution, for which the question of whether they are max- or min-infinite divisible was settled a long time ago. However, despite its popularity, the bivariate Marshall–Olkin family of copulas was never the target of such an investigation, presumably due to the deterrent character of its density. Herein, we show that the challenges faced can be overcome with ease thanks to a convenient factorization.

Date: 2022
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2020.1747080 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:51:y:2022:i:1:p:226-231

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2020.1747080

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().