A stress-strength model with dependent variables to measure household financial fragility

DOI10.1007/s10260-012-0192-5zbMath1255.91328OpenAlexW2055901902MaRDI QIDQ1934284

Sabrina Giordano, Filippo Domma

Publication date: 28 January 2013

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-012-0192-5

zbMATH Keywords

copulareliabilityDagum distributionIFMSHIW data

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05) Statistical methods; economic indices and measures (91B82)

Related Items

A copula-based approach to account for dependence in stress-strength models, Stress–strength reliability estimation involving paired observation with ties using bivariate exponentiated half-logistic model, Kernel-based estimation of P(X < Y) when X and Y are dependent random variables based on progressive type II censoring, Stress-strength reliability with dependent variables based on copula function, Concomitants of \(m\)-generalized order statistics from generalized Farlie-Gumbel-Morgenstern distribution family, Estimation of reliability in a multicomponent stress-strength model based on a bivariate Kumaraswamy distribution, Unnamed Item, Reliability estimation of multicomponent stress-strength model based on copula function under progressively hybrid censoring, On the distribution of sums of random variables with copula-induced dependence, Stress-strength based on \(m\)-generalized order statistics and concomitant for dependent families., On the Mean Remaining Strength of thek-Out-of-n:FSystem with Exchangeable Components

Uses Software

• R

Cites Work

• Unnamed Item
• Goodness-of-fit tests for copulas: A review and a power study
• Reliability for some bivariate exponential distributions
• Inference about reliability parameter with gamma strength and stress
• An introduction to copulas.
• Confidence limits for stress-strength reliability involving Weibull models
• Partially parametric interval estimation of Pr\(\{Y>X\}\)
• Estimation of \(P[Y<X\) for generalized Pareto distribution]
• Asymptotic efficiency of the two-stage estimation method for copula-based models
• Reliability for some bivariate beta distributions
• Estimation of pr (a&rsquo;x&gt;&gt;b&rsquo;y) in the mnltiyariate normal case
• Continuous Bivariate Distributions
• Unbiased estimation ofP(X>Y) for two-parameter exponential populations using order statistics