Efficient simulation of complete and censored samples from common bivariate exponential distributions

DOI10.1007/S00180-013-0415-8MaRDI QIDQ2259331zbMATH OpenOpenAlexFDO

Authors Qinying He, Chunjie Wu, H. N. Nagaraja

Publication date 3 March 2015

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-013-0415-8

zbMATH Keywords

simulationconcomitants of order statisticscensored samplesdownton bivariate exponential distribution (BVE)Farlie-Gumbel-Morgenstern BVEGumbel type I BVEMarshall-Olkin BVE

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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• Efficient simulation of a bivariate exponential conditionals distribution
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Cited in

(6)

• Stochastic simulation of bivariate generalized time transform exponential models
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• Efficient simulation of a bivariate exponential conditionals distribution
• scientific article; zbMATH DE number 3934202 (Why is no real title available?)
• Polynomial approximations for bivariate aggregate claims amount probability distributions
• Gumbel's bivariate exponential distribution: estimation of the association parameter using ranked set sampling

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