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
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Acceso en línea:https://doaj.org/article/148168ffd58944a2bd401d15cdea297d
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