A class of continuous bivariate distributions with linear sum of hazard gradient components

DOI10.1186/S40488-016-0048-XMaRDI QIDQ347264zbMATHOpenAlexWikidataFDO

Authors Jayme Pinto, Nikolai Kolev

Publication date 30 November 2016

Published in Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/s40488-016-0048-x

zbMATH Keywords

characterizationbivariate hazard gradientbivariate lack of memory propertyGumbel's bivariate exponentialMarshall-Olkin modelSibuya'a dependence function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 3484308 (Why is no real title available?)
• scientific article; zbMATH DE number 837911 (Why is no real title available?)
• scientific article; zbMATH DE number 5873806 (Why is no real title available?)
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• A vector multivariate hazard rate
• Bayes estimation for the Marshall-Olkin bivariate Weibull distribution
• Bivariate Exponential Distributions
• Bivariate extreme statistics. I
• Characterizations and modelling of multivariate lack of memory property
• Characterizations of the class of bivariate Gompertz distributions
• Continuous Bivariate Distributions
• Extended Marshall-Olkin model and its dual version
• Generalized Marshall-Olkin distributions and related bivariate aging properties
• Kaplan-Meier estimate on the plane
• On bivariate lack of memory property and a new definition
• Reliability and Risk
• Sibuya-type bivariate lack of memory property
• Some comments on the hazard gradient
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• Test of fit for Marshall-Olkin distributions with applications

Cited in

(6)

• On bilinear hazard quantile functions
• Discrete line integral on uniform grids: probabilistic interpretation and applications
• Models based on partial information about survival and hazard gradient
• A weak version of bivariate lack of memory property
• Functional equations involving Sibuya's dependence function
• Bounds for the hazard gradients in the competing risks set up

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