Q5018913 (Q5018913): Difference between revisions

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-Q492095
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+Pushpa N. Rathie
@@ Property / author: Pushpa N. Rathie / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A stress-strength model with dependent variables to measure household financial fragility
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+A copula-based approach to account for dependence in stress-strength models
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+Estimation of reliability in a bivariate normal distribution with equal coefficients of variation
+Normal rank
@@ Property / cites work @@
+Estimation of reliability from a bivariate log-normal data
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+Note on estimation of reliability under bivariate Pareto stress-strength model
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@@ Property / cites work @@
+Q4707042
@@ Property / cites work: Q4707042 / rank @@
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+The H-Function
@@ Property / cites work: The H-Function / rank @@
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+Reliability for some bivariate gamma distributions
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@@ Property / cites work @@
+Reliability for some bivariate exponential distributions
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@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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@@ Property / cites work @@
+Q5230819
@@ Property / cites work: Q5230819 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3383026
@@ Property / cites work: Q3383026 / rank @@
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+Exact and approximate expressions for the reliability of stable Lévy random variables with applications to stock market modelling
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@@ links / mardi / name / links / mardi / name @@
+Publication:5018913