Generalized multivariate Gumbel distributions -- dependence, aging properties and applications

DOI10.1007/S11424-016-4272-8zbMATH Open1369.62264OpenAlexW2512887812MaRDI QIDQ2014436FDOQ2014436

Authors: Rui Fang, Xiaohu Li, Linxiong Li 

Publication date: 25 August 2017

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-016-4272-8

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zbMATH Keywords

upper orthant ordersurvival copulacoefficient of orthant dependenceresidual lifetime vector

Mathematics Subject Classification ID

Bayesian inference (62F15) Reliability and life testing (62N05)

Cites Work

• Goodness-of-fit tests for copulas: A review and a power study
• An introduction to copulas.
• Bivariate Exponential Distributions
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
• Goodness-of-fit tests for copulas
• Parametric families of multivariate distributions with given margins
• A Multivariate Exponential Distribution
• Generalized Marshall-Olkin distributions and related bivariate aging properties
• INTRINSIC AGING AND CLASSES OF NONPARAMETRIC DISTRIBUTIONS
• A Note on Probability Distributions with Increasing Generalized Failure Rates
• Tail dependence comparison of survival Marshall-Olkin copulas
• A Note on Closure Properties of Failure Rate Distributions
• Multivariate generalized Marshall-Olkin distributions and copulas
• Some bivariate uniform distributions
• Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence

Cited In (5)

• A characterization of Gumbel's family of extreme value distributions
• A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties
• Univariate and multivariate stochastic comparisons and ageing properties of the generalized Pólya process
• Joint reliability function of coherent systems with shared heterogeneous components
• Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas

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