Multivariate distributions with exponential minimums

Cited in

(20)

Functional equations for multivariate exponential distributions
The infinite extendibility problem for exchangeable real-valued random vectors
The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay
A weak version of bivariate lack of memory property
Identifiability for dependent multiple decrement/competing risk models
Characterizations of multivariate distributions with limited memory revisited: an analytical approach
A survey of dynamic representations and generalizations of the Marshall-Olkin distribution
A general theory of some positive dependence notions
Tests for bivariate mean residual life
The Generalized Marshall–Olkin Type Multivariate Pareto Distributions
On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
Nonparametric estimation of the dependence function in bivariate extreme value distributions
Extreme-value copulas associated with the expected scaled maximum of independent random variables
Stochastic equivalence of ordered random variables with applications in reliability theory
Multivariate distributions having Weibull properties
Some comments on the hazard gradient
Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time
A natural parametrization of multivariate distributions with limited memory
Tests for bivaroate exponentiality against bifra alternatives based on censored samples
Min-infinite divisibility of the bivariate Marshall–Olkin copulas

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