Multivariate generalized Marshall-Olkin distributions and copulas

DOI10.1007/S11009-012-9297-4MaRDI QIDQ2445486zbMATH OpenOpenAlexFDO

Authors Xiaohu Li, Jianhua Lin

Publication date 14 April 2014

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-012-9297-4

zbMATH Keywords

marginal distributionIFRproportional hazardresidual lifeNBUPUODupper/lower orthant tail dependent

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15)

Recommendations

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Cited in

(37)

• Tail dependence comparison of survival Marshall-Olkin copulas
• Extended Marshall-Olkin model and its dual version
• The deFinetti representation of generalised Marshall-Olkin sequences
• Three approaches in the study of recurrent Markovian and semi-Markovian processes
• Multivariate Markov families of copulas
• On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution
• Characterization of a Marshall-Olkin type class of distributions
• Generalized Marshall-Olkin distributions and related bivariate aging properties
• Exogenous shock models: analytical characterization and probabilistic construction
• Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law
• General Marshall-Olkin models, dependence orders, and comparisons of environmental processes
• Hierarchical Archimedean dependence in common shock models
• Marshall-Olkin Laplace transform copulas of multivariate gamma distributions
• The mean of Marshall-Olkin-dependent exponential random variables
• Copulae: an overview and recent developments
• The Generalized Marshall–Olkin Type Multivariate Pareto Distributions
• Generalized multivariate Gumbel distributions -- dependence, aging properties and applications
• Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence
• Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions
• A new family of Marshall-Olkin extended generalized linear exponential distribution
• Marshall-Olkin type copulas generated by a global shock
• Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution
• On extremes of bivariate residual lifetimes from generalized Marshall-Olkin and time transformed exponential models
• A generalization of Archimedean and Marshall-Olkin copulas family
• Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
• Some properties of the Marshall-Olkin and generalized Cuadras-Augé families of copulas
• A probabilistic view on semilinear copulas
• A new family of Marshall-Olkin extended distributions
• A note on bivariate dual generalized Marshall-Olkin distributions with applications
• Reparameterizing Marshall–Olkin copulas with applications to sampling
• The Pickands representation of survival Marshall-Olkin copulas
• A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences
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• On sensitivity analysis of steady state probabilities of double redundant renewable system with Marshall-Olkin failure model
• Shock models with recovery option via the maxmin copulas
• Archimedean-based Marshall-Olkin distributions and related dependence structures

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