Functional equations involving Sibuya's dependence function

DOI10.1007/S00010-018-0544-9MaRDI QIDQ1647751zbMATHOpenAlexWikidataFDO

Authors Nikolai Kolev, Jayme Pinto

Publication date 26 June 2018

Published in Aequationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00010-018-0544-9

zbMATH Keywords

copulacharacterizationfunctional equationshazard ratebivariate lack of memory propertydependence functionGumbel's type I bivariate exponential distributionMarshall-Olkin's fatal shock model

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Reliability and life testing (62N05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cites work

• scientific article; zbMATH DE number 3225653 (Why is no real title available?)
• A Multivariate Exponential Distribution
• A class of continuous bivariate distributions with linear sum of hazard gradient components
• A vector multivariate hazard rate
• Bivariate Exponential Distributions
• Bivariate extreme statistics. I
• Characterizations and modelling of multivariate lack of memory property
• Dependence modeling with copulas
• Extended Marshall-Olkin model and its dual version
• Generalized Marshall-Olkin distributions and related bivariate aging properties
• On bivariate lack of memory property and a new definition
• On the preservation of copula structure under truncation
• Sibuya-type bivariate lack of memory property
• Some comments on the hazard gradient

Cited in

(2)

• scientific article; zbMATH DE number 176907 (Why is no real title available?)
• Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions

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