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BY 4.0 license Open Access Published by De Gruyter Open Access October 6, 2021

On partially Schur-constant models and their associated copulas

  • Claude Lefèvre EMAIL logo
From the journal Dependence Modeling


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.

MSC 2010: 60G09; 62H05; 62H10


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Received: 2021-03-25
Accepted: 2021-05-10
Published Online: 2021-10-06

© 2021 Claude Lefèvre, published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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