Implementing Markovian models for extendible Marshall–Olkin distributions
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DOI: 10.1515/demo-2022-0151
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References listed on IDEAS
- Brigo, Damiano & Mai, Jan-Frederik & Scherer, Matthias, 2016. "Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall–Olkin law," Statistics & Probability Letters, Elsevier, vol. 114(C), pages 60-66.
- Naaman, Michael, 2021. "On the tight constant in the multivariate Dvoretzky–Kiefer–Wolfowitz inequality," Statistics & Probability Letters, Elsevier, vol. 173(C).
- Eddelbuettel, Dirk & Francois, Romain, 2011. "Rcpp: Seamless R and C++ Integration," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 40(i08).
- Marsaglia, George & Tsang, Wai Wan & Wang, Jingbo, 2003. "Evaluating Kolmogorov's Distribution," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 8(i18).
- Simard, Richard & L'Ecuyer, Pierre, 2011. "Computing the Two-Sided Kolmogorov-Smirnov Distribution," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 39(i11).
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Keywords
Marshall–Olkin distribution; sampling algorithm; Markov processes; exchangeability; lack of memory; multivariate survival analysis;All these keywords.
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