Concomitants of order statistics from bivariate phase-type distributions with continuous density functions

DOI10.1080/15326349.2020.1761389MaRDI QIDQ4988560zbMATH OpenOpenAlexFDO

Authors Azucena Campillo Navarro

Publication date 17 May 2021

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349.2020.1761389

zbMATH Keywords

order statisticsconcomitantsbivariate phase-type distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Order statistics; empirical distribution functions (62G30)

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Cites work

• A New Class of Multivariate Phase Type Distributions
• A semi-explicit density function for Kulkarni's bivariate phase-type distribution
• A stochastic two-dimensional fluid model
• Bivariate pseudo-Gompertz distribution and concomitants of its order statistics
• Characterization of phase-type distributions
• Convergence of sample paths of normalized sums of induced order statistics
• Effective bandwidths for Markov regenerative sources
• Functions of Matrices
• General distribution theory of the concomitants of order statistics
• Hitting probabilities and hitting times for stochastic fluid flows
• Matrix-Exponential Distributions in Applied Probability
• Non-negative matrices and Markov chains. 2nd ed
• Noncommutative functional calculus. Theory and applications of slice hyperholomorphic functions
• On the use of functional calculus for phase-type and related distributions
• One-Parameter Semigroups for Linear Evolution Equations
• Order Statistics
• Role of concomitants of order statistics in determining parent bivariate distributions
• The asymptotic theory of concomitants of order statistics

Cited in

(3)

• A semi-explicit density function for Kulkarni's bivariate phase-type distribution
• scientific article; zbMATH DE number 1194779 (Why is no real title available?)
• Concomitants of order statistics from bivariate Pareto distribution

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