Some new approaches to multivariate probability distributions

DOI10.1016/0047-259X(87)90085-6zbMath0633.62044MaRDI QIDQ1096284

Damodar N. Shanbhag, Samuel Kotz

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

reliability; representations; identifiability; stability theorems; expected remaining life functions; general hazard measures

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62N05: Reliability and life testing

Related Items

Hazard rate estimation for strong-mixing and censored processes, An introduction to copula-based bivariate reliability Concepts, Some characterizations of multivariate distributions using products of the hazard gradient and mean residual life components, Alternative approaches to conditional specification of bivariate distributions, A characterization of continuous multivariate distributions by conditional expectations, Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate, Characterizations using the bivariate failure rate function, Characterizations of Arnold and Strauss' and related bivariate exponential models, Hazard rate estimation under dependence conditions, A note on characterizations based on truncated expectations, Multivariate extensions of univariate life distributions, A characterization of the multivariate normal distribution by using the hazard gradient, A conversation with Samuel Kotz, Bivariate generalized cumulative residual entropy, Multivariate extension of modified Sarhan-Balakrishnan bivariate distribution, Some consequences of a characterization theorem based on truncated moments

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