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

DOI10.1007/S11424-016-4272-8MaRDI QIDQ2014436zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

upper orthant ordersurvival copulacoefficient of orthant dependenceresidual lifetime vector

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(7)

• Multivariate generalized Marshall-Olkin distributions and copulas
• 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
• On the generalized multivariate Gumbel distribution
• Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas

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