Bivariate Exponential Distributions

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A class of bivariate exponential distributions
Distribution of a linear function of correlated ordered variables
Weibull extension of bivariate exponential regression model with different frailty distributions
A test of independence in some copula models
Linear B-spline copulas with applications to nonparametric estimation of copulas
Optimal dynamic hedging via copula-threshold-GARCH models
Some properties of hazard rate functions of systems with two components
Some new classes of multivariate survival distribution functions
A multivariate mixture of Weibull distributions in reliability modeling.
A note on characterizations based on truncated expectations
Inference procedures for bivariate exponential model of Gumbel
A multivariate Linnik distribution
On the multivariate two-sample problem using strong approximations of the EDF
Morgenstern's bivariate distribution and its application to point processes
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Multivariate distributions having Weibull properties
Multivariate extensions of univariate life distributions
A Bayesian bivariate failure time regression model.
Some general characterizations of the bivariate Gumbel distribution and the bivariate Lomax distribution based on truncated expectations
LBI tests of independence in bivariate exponential distributions
Properties of an inverse Gaussian mixture of bivariate exponential distribution and its generalization
Constant local dependence
Bayesian analysis of bivariate competing risks models with covariates.
On some association measures in bivariate distributions and their relationships
Estimation of cumulative incidence functions in competing risks studies under an order restriction
Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula
Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula
An extension of Osuna's model for stress caused by waiting
Modelling bivariate lifetime data using 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
Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components
Functional equations involving Sibuya's dependence function
A new class of bivariate copulas: dependence measures and properties
A comparison of dependence function estimators in multivariate extremes
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
Bivariate extension of dynamic cumulative residual entropy
Emil J. Gumbel's last course on the ``Statistical theory of extreme values: a conversation with Tuncel M. Yegulalp
Extreme-value copulas associated with the expected scaled maximum of independent random variables
On the convergence of bivariate order statistics: almost sure convergence and convergence rate
On Pickands coordinates in arbitrary dimensions
Indirect assessment of the bivariate survival function
Maximum likelihood estimation of dependence parameter using ranked set sampling
Why are FGM copulas successful? A simple explanation
Objective Bayesian analysis for bivariate Marshall-Olkin exponential distribution
Efficient estimators and LAN in canonical bivariate POT models.
A characterization of the rate of convergence in bivariate extreme value models
ML estimation for multivariate shock models via an EM algorithm
Affinity in paired event probability
New classes of power series bivariate copulas
Generalized multivariate Gumbel distributions -- dependence, aging properties and applications
Discrete line integral on uniform grids: probabilistic interpretation and applications
Concomitants of generalized order statistics from bivariate Cambanis family of distributions under a general setting
Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise
On partially Schur-constant models and their associated copulas
Modelling to engineering data using a new class of continuous models
On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes
Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula
Inference in ordered response games with complete information
Bivariate Chen distribution based on copula function: properties and application of diabetic nephropathy
A novel Lomax extension with statistical properties, copulas, different estimation methods and applications
A new flexible three-parameter compound Chen distribution: properties, copula and modeling relief times and minimum flow data
Gumbel's bivariate exponential distribution: estimation of the association parameter using ranked set sampling
On a bivariate copula for modeling negative dependence: application to New York air quality data
Sample size calculation for clustered survival data under subunit randomization
The sibling distribution for multivariate life time data
Stochastic representation of FGM copulas using multivariate Bernoulli random variables
A mixture of Clayton, Gumbel, and Frank copulas: a complete dependence model
Properties and estimation of a bivariate geometric model with locally constant failure rates
Discrete analogues of continuous bivariate probability distributions
Estimation of multivariate dependence structures via constrained maximum likelihood
Asymptotic analysis of portfolio diversification
Dependence measure for length-biased survival data using copulas
Time evolutions of copulas and foreign exchange markets
The infinite extendibility problem for exchangeable real-valued random vectors
A copula-based method of classifying individuals into binary disease categories using dependent biomarkers
Some reliability properties of bivariate cumulative residual Tsallis entropy
Some inequalities for absolute moments of feasible acceptable random variables
Multivariate extreme value theory -- a tutorial
A family of bivariate exponential distributions and their copulas
Sibuya-type bivariate lack of memory property
On a property of bivariate distributions
A family of distributions to model load sharing systems
Copula-based score test for bivariate time-to-event data, with application to a genetic study of AMD progression
Bivariate beta-binomial model using Gaussian copula for bivariate meta-analysis of two binary outcomes with low incidence
Spatial prediction using bivariate exponential distribution
Nonparametric estimation of bivariate distribution using concomitants of order statistics
Bivariate extension of (dynamic) cumulative residual and past inaccuracy measures
The inactivity time of exchangeable components of \(k\)-out-of-\(n\) structures
A comprehensive extension of the FGM copula
Bayes estimation for the Marshall-Olkin bivariate Weibull distribution
Coupling Poisson processes by self-decomposability
Bayesian analysis of paired survival data using a bivariate exponential distribution
Semiparametric model for semi-competing risks data with application to breast cancer study
On the study of extremes with dependent random right-censoring
Marginal regression of multivariate event times based on linear transformation models
On construction of general classes of bivariate distributions
On a class of bivariate exponential distributions
The dual multivariate Charlier and Edgeworth expansions

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