Characterization of a Marshall-Olkin type class of distributions

DOI10.1007/BF02491480zbMath0624.62047MaRDI QIDQ578800

Marco Scarsini, Pietro Muliere

Publication date: 1987

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

copula; functional equation; characterization; bivariate distributions; Marshall-Olkin distributions; associative operations; lack of memory property

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62E10: Characterization and structure theory of statistical distributions

39B99: Functional equations and inequalities

Related Items

On a Bivariate Lack of Memory Property Under Binary Associative Operation, Reliability of Systems with Dependent Components Based on Lattice Polynomial Description, Generalized Marshall-Olkin distributions and related bivariate aging properties, On a multivariate Pareto distribution, Information matrices for some bivariate Pareto distributions, Multivariate maximum entropy identification, transformation, and dependence, Tail dependence comparison of survival Marshall-Olkin copulas, Marshall and Olkin's distributions, Characterizations using the generalized reversed lack of memory property, Probability distributions with given multivariate marginals and given dependence structure, On the covariance between functions, Parameter estimation for a bivariate Pareto distribution, Expressions for Rényi and Shannon entropies for bivariate distributions, The Generalized Marshall–Olkin Type Multivariate Pareto Distributions, Performance measures for some bivariate Pareto distributions, Some concepts of bivariate symmetry, Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence

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