Multivariate exponential distributions with constant failure rates
DOI10.1006/JMVA.1997.1670zbMATH Open0965.62047OpenAlexW2035816472MaRDI QIDQ1361805FDOQ1361805
Authors: Asit P. Basu, Kai Sun 
Publication date: 31 July 2001
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1997.1670
Recommendations
Reliability and life testing (62N05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
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- Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence
- On the inclusion of bivariate marked point processes in graphical models
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- Bivariate generalized cumulative residual entropy
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- Representation of Downton's bivariate exponential random vector and its applications
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- A continuous multivariate exponential distribution
- Recent developments about Marshall-Olkin bivariate distribution
- A reliability model for multivariate exponential distributions
- On some properties of bivariate exponential distributions
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