A family of bivariate exponential distributions and their copulas
From MaRDI portal
Publication:2253819
DOI10.1007/s13571-013-0067-2zbMath1305.62080OpenAlexW1994961392MaRDI QIDQ2253819
Unnikrishnan N. Nair, Paduthol Godan Sankaran
Publication date: 13 February 2015
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13571-013-0067-2
Measures of association (correlation, canonical correlation, etc.) (62H20) Exact distribution theory in statistics (62E15)
Related Items
Modelling bivariate lifetime data using copula ⋮ Bivariate residual entropy function: A quantile approach ⋮ Inferring association from reliability functions: an approach based on copulas
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An introduction to copulas.
- A class of bivariate exponential distributions
- A concept of duality for multivariate exchangeable survival models
- A bivariate exponential distribution arising in random geometry
- A vector multivariate hazard rate
- Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
- Bivariate Exponential Distributions
- A Bivariate Extension of the Exponential Distribution
- AGING FUNCTIONS AND MULTIVARIATE NOTIONS OF NBU AND IFR
- A Continuous Bivariate Exponential Distribution
- A Bivariate Failure Model
- A Continuous Bivariate Exponential Extension
- An Extension of Marshall and Olkin's Bivariate Exponential Distribution
- The Construction of New Bivariate Exponential Distributions from a Bayesian Perspective
- Some bivariate notions of IFR and DMRL and related properties
- A Multivariate Exponential Distribution
This page was built for publication: A family of bivariate exponential distributions and their copulas