Pages that link to "Item:Q5525765"
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The following pages link to A Multivariate Exponential Distribution (Q5525765):
Displaying 50 items.
- A new bivariate exponential distribution for modeling moderately negative dependence (Q257651) (← links)
- Rates of convergence for extremes of geometric random variables and marked point processes (Q262541) (← links)
- Exchangeable exogenous shock models (Q265306) (← links)
- Characterizations of the class of bivariate Gompertz distributions (Q276986) (← links)
- Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (Q277273) (← links)
- Mean time to failure of systems with dependent components (Q295168) (← links)
- Joint weak hazard rate order under non-symmetric copulas (Q325001) (← links)
- A class of continuous bivariate distributions with linear sum of hazard gradient components (Q347264) (← links)
- Finite exchangeability, Lévy-frailty copulas and higher-order monotonic sequences (Q376267) (← links)
- Some new classes of stationary max-stable random fields (Q386278) (← links)
- On bivariate Weibull-geometric distribution (Q391908) (← links)
- Maximum likelihood estimation for generalized conditionally autoregressive models of spatial data (Q397221) (← links)
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions (Q406508) (← links)
- Some inequalities for demimartingales and \(N\)-demimartingales (Q419213) (← links)
- Optimal step-stress test under type-I censoring for multivariate exponential distribution (Q419311) (← links)
- Multivariate normal distribution approaches for dependently truncated data (Q434391) (← links)
- Statistical analysis of bivariate failure time data with Marshall-Olkin Weibull models (Q435005) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- A conversation with Ingram Olkin (Q449778) (← links)
- Inference on effect size indices from several two-armed experiments (Q451455) (← links)
- Modeling heterogeneity for bivariate survival data by the Weibull distribution (Q451468) (← links)
- Bivariate odds ratio and association measures (Q451487) (← links)
- The bivariate generalized linear failure rate distribution and its multivariate extension (Q452654) (← links)
- Structural equation modeling of multivariate gamma density (Q467981) (← links)
- Bilateral credit valuation adjustment for large credit derivatives portfolios (Q468421) (← links)
- Construction of multivariate dispersion models (Q470358) (← links)
- Extendibility of Marshall-Olkin distributions and inverse Pascal triangles (Q470359) (← links)
- On extremes of bivariate residual lifetimes from generalized Marshall-Olkin and time transformed exponential models (Q479505) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- Limit theorems and stochastic entropy properties of Marshall-Olkin distributions (Q487111) (← links)
- On the mean remaining strength at the system level for some bivariate survival models based on exponential distribution (Q492129) (← links)
- Statistical inference for a two unit warm standby system with dependent structure (Q505178) (← links)
- Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) (← links)
- A natural parametrization of multivariate distributions with limited memory (Q512017) (← links)
- Polynomial approximations for bivariate aggregate claims amount probability distributions (Q518862) (← links)
- Random fuzzy shock models and bivariate random fuzzy exponential distribution (Q554725) (← links)
- Characterization of a Marshall-Olkin type class of distributions (Q578800) (← links)
- On a bivariate accelerated life test (Q580865) (← links)
- Simultaneous life testing in a random environment (Q598720) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- Reliability for some bivariate exponential distributions (Q610052) (← links)
- Modeling heterogeneity for bivariate survival data by the compound Poisson distribution with random scale (Q613160) (← links)
- Smooth estimation of survival and density functions for a stationary associated process using Poisson weights (Q625015) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- Generalized Marshall-Olkin distributions and related bivariate aging properties (Q634555) (← links)
- Representation of Downton's bivariate exponential random vector and its applications (Q645410) (← links)
- Parameter estimation for first-order bifurcating autoregressive processes with Weibull innova\-tions (Q645457) (← links)
- Invariant dependence structures and Archimedean copulas (Q645464) (← links)
- Marshall-Olkin bivariate Weibull distributions and processes (Q657083) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
