Modelling Dependence with Copulas - IFOR
Modelling Dependence with Copulas - IFOR
Modelling Dependence with Copulas - IFOR
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4.2 The Marshall-Olkin Family<br />
As a consequence each parameter, θ, must satisfy |θ| < 1. Note that this is a proper<br />
multivariate extension since each k-margin, 3 ≤ k