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(Gruppo di Ricerca per le Applicazioni della Statistica ai Problemi Ambientali, 2015)In environmental applications, the estimation of the structural risk is crucial. A statistical model for the behavior of the input variables is generally required, possibly accounting for different dependence structures ...
(EMS Publishing House, 2015)
(Springer International Publishing, 2015)We present a general construction principle for copulas that is inspired by the celebrated Marshall–Olkin exponential model. From this general construction method, we derive special subclasses of copulas that could be ...