Efficient simulation of complete and censored samples from common bivariate exponential distributions

DOI10.1007/s00180-013-0415-8zbMath1306.65067OpenAlexW2002994746MaRDI QIDQ2259331

Chunjie Wu, Qinying He, H. N. Nagaraja

Publication date: 3 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-013-0415-8

zbMATH Keywords

simulationconcomitants of order statisticscensored samplesdownton bivariate exponential distribution (BVE)Farlie-Gumbel-Morgenstern BVEGumbel type I BVEMarshall-Olkin BVE

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (2)

Polynomial approximations for bivariate aggregate claims amount probability distributions ⋮ Gumbel's bivariate exponential distribution: estimation of the association parameter using ranked set sampling

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