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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| Format: | Article |
| Language: | English |
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De Gruyter
2021-10-01
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| Series: | Dependence Modeling |
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| Online Access: | https://doi.org/10.1515/demo-2021-0111 |