Multivariate distributions with exponential minimums
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Publication:1212303
DOI10.1214/aos/1176342615zbMath0293.60017OpenAlexW1998816532MaRDI QIDQ1212303
James D. Esary, Albert W. Marshall
Publication date: 1974
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342615
Related Items (20)
The Generalized Marshall–Olkin Type Multivariate Pareto Distributions ⋮ A weak version of bivariate lack of memory property ⋮ The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay ⋮ Stochastic equivalence of ordered random variables with applications in reliability theory ⋮ Min-infinite divisibility of the bivariate Marshall–Olkin copulas ⋮ The infinite extendibility problem for exchangeable real-valued random vectors ⋮ A general theory of some positive dependence notions ⋮ Unnamed Item ⋮ Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time ⋮ Functional equations for multivariate exponential distributions ⋮ A natural parametrization of multivariate distributions with limited memory ⋮ Extreme-value copulas associated with the expected scaled maximum of independent random variables ⋮ Nonparametric estimation of the dependence function in bivariate extreme value distributions ⋮ Some comments on the hazard gradient ⋮ Multivariate distributions having Weibull properties ⋮ Tests for bivaroate exponentiality against bifra alternatives based on censored samples ⋮ Identifiability for dependent multiple decrement/competing risk models ⋮ Tests for bivariate mean residual life ⋮ On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions ⋮ A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution
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