Bivariate Exponential Distributions
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(only showing first 100 items - show all)- scientific article; zbMATH DE number 7670293 (Why is no real title available?)
- Dense classes of multivariate extreme value distributions
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
- A control chart for bivariate discrete data monitoring
- A martingale approach to the copula-graphic estimator for the survival function under dependent censoring
- Properties of an inverse Gaussian mixture of bivariate exponential distribution and its generalization
- A new bivariate exponential distribution for modeling moderately negative dependence
- The infinite extendibility problem for exchangeable real-valued random vectors
- scientific article; zbMATH DE number 3876440 (Why is no real title available?)
- Spatial prediction using bivariate exponential distribution
- Nonparametric estimation of bivariate distribution using concomitants of order statistics
- Multivariate survival functions characterized by constant product of mean remaining lives and hazard rates
- Quantifying the risk using copulae with nonparametric marginals
- Basu-Dhar bivariate geometric distribution in the presence of covariates and censored data: a Bayesian approach
- Characteristics of some bivariate distributions with different marginal distributions
- A stochastic frontier regression model with dynamic frontier
- A generalization of Basu-Dhar’s bivariate geometric distribution to the trivariate case
- Generalized FGM copulas: Properties and applications
- Nonparametric estimation of linear functionals of a bivariate distribution under univariate censoring
- The inactivity time of exchangeable components of \(k\)-out-of-\(n\) structures
- Copula conditional tail expectation for multivariate financial risks
- Transient flows in queueing systems via closure approximations
- Extended Marshall-Olkin model and its dual version
- The inverse survival function for multivariate distributions and its application to the product moment
- Stochastic comparisons on conditional residual lifetime and inactivity time of coherent systems with exchangeable components
- A Bayesian bivariate failure time regression model.
- Concomitants of generalized order statistics from Farlie-Gumbel-Morgenstern distributions
- On cumulative residual Tsallis entropy and its dynamic version of concomitants of generalized order statistics
- Multivariate extensions of univariate life distributions
- A STUDY ON q-SPECIAL NUMBERS AND POLYNOMIALS WITH q-EXPONENTIAL DISTRIBUTION
- A comparison of dependence function estimators in multivariate extremes
- Generalized age-dependent model for estimation of mean survival time in the presence of two competing risks
- A vector valued bivariate Gini index for truncated distributions
- New efficient estimators for the Weibull distribution
- New generalized Farlie-Gumbel-Morgenstern distributions and concomitants of order statistics
- On generalized conditional cumulative residual inaccuracy measure
- On higher-degree bivariate stop-loss transforms, with applications
- More on progressively type-II censored order statistics for multivariate observations
- Nonparametric and Semiparametric Group Sequential Methods for Comparing Accuracy of Diagnostic Tests
- Reliability for some bivariate exponential distributions
- Bayesian analysis of bivariate competing risks models with covariates.
- Bivariate extension of dynamic cumulative residual entropy
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Optimization problems and maintenance policy for a parallel computing system with dependent components
- A Proportional Hazards Model for Multivariate Interval‐Censored Failure Time Data
- On a bivariate copula for modeling negative dependence: application to New York air quality data
- A copula-based method of classifying individuals into binary disease categories using dependent biomarkers
- On the study of extremes with dependent random right-censoring
- A new extension of the FGM copula for negative association
- Some reliability properties of bivariate cumulative residual Tsallis entropy
- Estimation of parameter of Morgenstern type bivariate exponential distribution using concomitants of order statistics
- The dual multivariate Charlier and Edgeworth expansions
- On construction of general classes of bivariate distributions
- Power of depth-based nonparametric tests for multivariate locations
- Weighted U-statistics for likelihood-ratio ordering of bivariate data
- A characterization of a bivariate distribution by the marginal and the conditional distributions of the same component
- Modelling bivariate lifetime data using copula
- FGM generated Archimedean copulas with concave multiplicative generators
- Semi-parametric models for the multivariate tail dependence function -- the asymptotically dependent case
- scientific article; zbMATH DE number 7578274 (Why is no real title available?)
- Bayes estimation for the Marshall-Olkin bivariate Weibull distribution
- Some information measures in concomitants of generalized order statistics under iterated Farlie-Gumbel-Morgenstern bivariate type
- Regression mean residual life of a parallel system of dependent components
- Joint chance constrained programming with dependent parameters
- Multivariate lifetime data in presence of censoring and covariates: Use of semiparametric models under a Bayesian approach
- Estimation and goodness-of-fit procedures for Farlie-Gumbel-Morgenstern bivariate copula of order statistics
- Derivation of bivariate probability density functions with exponential marginals
- A class of bivariate exponential distributions
- A multivariate mixture of Weibull distributions in reliability modeling.
- A new mixed bivariate geometric-exponential life distribution with applications to series systems
- A new class of copulas having dependence range larger than FGM-type copulas
- A measure of inaccuracy in concomitants of ordered random variables under Farlie-Gumbel-Morgenstern family
- Weak max-sum equivalence for dependent heavy-tailed random variables
- Editorial: EVA (2023) conference data challenge
- A Bayesian analysis for the Block and Basu bivariate exponential distribution in the presence of covariates and censored data
- Simulataneous specicication test in a binary logit
- Multivariate dynamic information
- Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
- On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets
- Analysis of dependent competing risks in the presence of progressive hybrid censoring using Marshall-Olkin bivariate Weibull distribution
- A multivariate Gompertz-type distribution
- Capital allocation based on the tail covariance premium adjusted
- Emil J. Gumbel's last course on the ``Statistical theory of extreme values: a conversation with Tuncel M. Yegulalp
- A new approach to the quadratic transmuted family: a note and a new family
- Characteristic properties of multivariate survival functions in terms of residual life distribu\-tions.
- Linear B-spline copulas with applications to nonparametric estimation of copulas
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- New classes of power series bivariate copulas
- A composite likelihood approach for spatially correlated survival data
- On the multivariate two-sample problem using strong approximations of the EDF
- Sample size calculation for clustered survival data under subunit randomization
- A hierarchical Bayesian analysis for bivariate Weibull distribution under left-censoring scheme
- A real-time monitoring approach for bivariate event data
- A distribution-free goodness of fit test for copula model: an application to Farlie-Gumbel-Morgernstern copula
- ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS
- Some general characterizations of the bivariate Gumbel distribution and the bivariate Lomax distribution based on truncated expectations
- Power and sample size calculation for paired recurrent events data based on robust nonparametric tests
- Statistical methods for assessing the contagion of spatial extreme events among regions
- A compendium of copulas
- A note on characterizations based on truncated expectations
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