On estimation of the correlation coefficient in moran-downton multivariate exponential distribution

DOI10.1080/00949650108812133zbMath1098.62533OpenAlexW1967544105WikidataQ126247945 ScholiaQ126247945MaRDI QIDQ4534202

Hon Keung Tony Ng, Narayanaswamy Balakrishnan

Publication date: 7 August 2002

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650108812133

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (4)

Testing for a class of bivariate exponential distributions ⋮ Statistical inference of Type-I progressively censored step-stress accelerated life test with dependent competing risks ⋮ Bayesian reconstruction of the missing failure times in exponential distribution ⋮ Bayes estimation of Moran–Downton bivariate exponential distribution based on censored samples

Cites Work

• Unnamed Item
• Unnamed Item
• Improved estimation of the correlation coefficient in a bivariate exponential distribution
• Tests for independence of exponential variables
• Estimators for the correlation coefficient in a bivariate exponential distribution
• A test for independence in a multivariate exponential distribution with equal correlation coefficients
• Numerical Analysis for Statisticians
• Fisher information for downton's bivariate exponential distribution
• Testing for correlation between non-negative variates

This page was built for publication: On estimation of the correlation coefficient in moran-downton multivariate exponential distribution