On partially Schur-constant models and their associated copulas

Schur-constant vectors are used to model duration phenomena in various areas of economics and statistics. They form a particular class of exchangeable vectors and, as such, rely on a strong property of symmetry. To broaden the field of applications, partially Schur-constant vectors are introduced wh...

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Autor principal:	Lefèvre Claude
Formato:	article
Lenguaje:	EN
Publicado:	De Gruyter 2021
Materias:	schur-constant model archimedean copula partial exchangeability multivariate monotonicity bivariate survival functions 60g09 62h05 62h10 Science (General) Q1-390 Mathematics QA1-939
Acceso en línea:	https://doaj.org/article/148168ffd58944a2bd401d15cdea297d
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spelling	oai:doaj.org-article:148168ffd58944a2bd401d15cdea297d2021-12-05T14:10:46ZOn partially Schur-constant models and their associated copulas2300-229810.1515/demo-2021-0111https://doaj.org/article/148168ffd58944a2bd401d15cdea297d2021-10-01T00:00:00Zhttps://doi.org/10.1515/demo-2021-0111https://doaj.org/toc/2300-2298Schur-constant vectors are used to model duration phenomena in various areas of economics and statistics. They form a particular class of exchangeable vectors and, as such, rely on a strong property of symmetry. To broaden the field of applications, partially Schur-constant vectors are introduced which correspond to partially exchangeable vectors. First, their copulas of survival, said to be partially Archimedean, are explicitly obtained and analyzed. Next, much attention is devoted to the construction of different partially Schur-constant models with two groups of exchangeable variables. Finally, partial Schur-constancy is briefly extended to the modeling of nested and multi-level dependencies.Lefèvre ClaudeDe Gruyterarticleschur-constant modelarchimedean copulapartial exchangeabilitymultivariate monotonicitybivariate survival functions60g0962h0562h10Science (General)Q1-390MathematicsQA1-939ENDependence Modeling, Vol 9, Iss 1, Pp 225-242 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	schur-constant model archimedean copula partial exchangeability multivariate monotonicity bivariate survival functions 60g09 62h05 62h10 Science (General) Q1-390 Mathematics QA1-939
spellingShingle	schur-constant model archimedean copula partial exchangeability multivariate monotonicity bivariate survival functions 60g09 62h05 62h10 Science (General) Q1-390 Mathematics QA1-939 Lefèvre Claude On partially Schur-constant models and their associated copulas
description	Schur-constant vectors are used to model duration phenomena in various areas of economics and statistics. They form a particular class of exchangeable vectors and, as such, rely on a strong property of symmetry. To broaden the field of applications, partially Schur-constant vectors are introduced which correspond to partially exchangeable vectors. First, their copulas of survival, said to be partially Archimedean, are explicitly obtained and analyzed. Next, much attention is devoted to the construction of different partially Schur-constant models with two groups of exchangeable variables. Finally, partial Schur-constancy is briefly extended to the modeling of nested and multi-level dependencies.
format	article
author	Lefèvre Claude
author_facet	Lefèvre Claude
author_sort	Lefèvre Claude
title	On partially Schur-constant models and their associated copulas
title_short	On partially Schur-constant models and their associated copulas
title_full	On partially Schur-constant models and their associated copulas
title_fullStr	On partially Schur-constant models and their associated copulas
title_full_unstemmed	On partially Schur-constant models and their associated copulas
title_sort	on partially schur-constant models and their associated copulas
publisher	De Gruyter
publishDate	2021
url	https://doaj.org/article/148168ffd58944a2bd401d15cdea297d
work_keys_str_mv	AT lefevreclaude onpartiallyschurconstantmodelsandtheirassociatedcopulas
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On partially Schur-constant models and their associated copulas

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