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On partially Schur-constant models and their associated copulas
| Content Provider | Scilit |
|---|---|
| Author | Lefèvre, Claude |
| Copyright Year | 2021 |
| Abstract | 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. |
| Related Links | https://www.degruyter.com/document/doi/10.1515/demo-2021-0111/pdf |
| Ending Page | 242 |
| Page Count | 18 |
| Starting Page | 225 |
| e-ISSN | 23002298 |
| DOI | 10.1515/demo-2021-0111 |
| Journal | Dependence Modeling |
| Issue Number | 1 |
| Volume Number | 9 |
| Language | English |
| Publisher | Walter de Gruyter GmbH |
| Publisher Date | 2021-01-01 |
| Access Restriction | Open |
| Subject Keyword | Dependence Modeling Schur-constant Model Archimedean Copula Partial Exchangeability Multivariate Monotonicity Bivariate Survival Functions Journal: Dependence Modeling, Vol- 9, Issue- 1 |
| Content Type | Text |
| Resource Type | Article |
