On the construction of bivariate exponential distributions with an arbitrary correlation coefficient
DOI10.1080/15326341003756486zbMATH Open1197.60005OpenAlexW2046093488MaRDI QIDQ3579004FDOQ3579004
Authors: Mogens Bladt, Bo Friis Nielsen 
Publication date: 5 August 2010
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: http://orbit.dtu.dk/ws/files/3088223/tr08_13.pdf
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Cites Work
- A Multivariate Exponential Distribution
- A New Class of Multivariate Phase Type Distributions
- A Review on Phase-type Distributions and their Use in Risk Theory
- A duality theorem for the matrix paradigms in queueing theory
- Multivariate matrix-exponential distributions
- On the Time Reversal of Markovian Arrival Processes
Cited In (17)
- Correlated Bivariate Sequences for Queueing and Reliability Applications
- A class of bivariate exponential distributions
- Title not available (Why is that?)
- Queues and Risk Processes with Dependencies
- Correlation structure of the Marshall-Olkin bivariate exponential distribution
- Convolutions of multivariate phase-type distributions
- Bivariate exponential distributions using linear structures
- Improved estimation of the correlation coefficient in a bivariate exponential distribution
- Applicability of the Nagao-Kadoya bivariate exponential distribution for modeling two correlated exponentially distributed variates
- Multivariate matrix Mittag-Leffler distributions
- Infinite-server queues with batch arrivals and dependent service times
- A bivariate exponential distribution admitting both positive and negative correlations
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation
- Bivariate Distributions With Exponential Conditionals
- Workload analysis of a two-queue fluid polling model
- Parisian types of ruin probabilities for a class of dependent risk-reserve processes
- On some properties of bivariate exponential distributions
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