Pages that link to "Item:Q3279715"

The following pages link to Bivariate Exponential Distributions (Q3279715):

Displaying 50 items.

• A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
• Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula (Q141957) (← links)
• Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula (Q141958) (← links)
• A new bivariate exponential distribution for modeling moderately negative dependence (Q257651) (← links)
• Weak max-sum equivalence for dependent heavy-tailed random variables (Q282131) (← links)
• Alternative approaches to conditional specification of bivariate distributions (Q315812) (← links)
• Bivariate change-point modeling for software reliability assessment with uncertainty of testing-environment factor (Q331847) (← links)
• A class of continuous bivariate distributions with linear sum of hazard gradient components (Q347264) (← links)
• Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives (Q382740) (← links)
• Dependence structures and asymptotic properties of Baker's distributions with fixed marginals (Q389256) (← links)
• Dense classes of multivariate extreme value distributions (Q391525) (← links)
• Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions (Q391606) (← links)
• Regression mean residual life of a parallel system of dependent components (Q413345) (← links)
• A composite likelihood approach for spatially correlated survival data (Q429640) (← links)
• Nonparametric estimation of the spectral measure, and associated dependence measures, for multivariate extreme values using a limiting conditional representation (Q483514) (← links)
• Limit theorems and stochastic entropy properties of Marshall-Olkin distributions (Q487111) (← links)
• On a general structure of the bivariate FGM type distributions. (Q489256) (← links)
• Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
• Perturbation of bivariate copulas (Q529361) (← links)
• Maximum correlation for the generalized Sarmanov bivariate distributions (Q538127) (← links)
• Estimation of parameter of Morgenstern type bivariate exponential distribution using concomitants of order statistics (Q545144) (← links)
• The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
• Random fuzzy shock models and bivariate random fuzzy exponential distribution (Q554725) (← links)
• Reliability for some bivariate exponential distributions (Q610052) (← links)
• A test of concordance based on Gini's mean difference (Q635890) (← links)
• Representation of Downton's bivariate exponential random vector and its applications (Q645410) (← links)
• A note on the Sarmanov bivariate distributions (Q648233) (← links)
• Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148) (← links)
• Empirical likelihood for the bivariate survival function under univariate censoring (Q680391) (← links)
• Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
• Transient flows in queueing systems via closure approximations (Q688659) (← links)
• An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
• Concomitants of generalized order statistics from Farlie-Gumbel-Morgenstern distributions (Q713804) (← links)
• A nonparametric approach for quantile regression (Q724304) (← links)
• A new extension of bivariate FGM copulas (Q745474) (← links)
• Concomitants of order statistics and record values from Morgenstern type bivariate-generalized exponential distribution (Q745930) (← links)
• A functional inference for multivariate current status data with mismeasured covariate (Q747374) (← links)
• Measures of information for concomitants of generalized order statistics from subfamilies of Farlie-Gumbel-Morgenstern distributions (Q748172) (← links)
• Some new constructions of bivariate Weibull models (Q749137) (← links)
• Derivation of bivariate probability density functions with exponential marginals (Q756242) (← links)
• On characterizing the bivariate exponential and geometric distributions (Q756313) (← links)
• Inference procedures for a bivariate exponential model of Gumbel based on life test of component and system (Q756343) (← links)
• A new general class of discrete bivariate distributions constructed by using the likelihood ratio (Q779674) (← links)
• Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
• A Bayesian approach to system reliability when two components are dependent (Q804201) (← links)
• Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion (Q834369) (← links)
• Non-parametric estimation of lifetime distribution of competing risk models when censoring times are missing (Q840981) (← links)
• Multivariate dynamic information (Q864272) (← links)
• Constructing generalized FGM copulas by means of certain univariate distributions (Q870520) (← links)
• Construction of two new general classes of bivariate distributions based on stochastic orders (Q893169) (← links)