Some new approaches to multivariate probability distributions

DOI10.1016/0047-259X(87)90085-6zbMath0633.62044MaRDI QIDQ1096284

Damodar N. Shanbhag, Samuel Kotz

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

reliabilityrepresentationsidentifiabilitystability theoremsexpected remaining life functionsgeneral hazard measures

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

Related Items

A conversation with Samuel Kotz, Alternative approaches to conditional specification of bivariate distributions, Some consequences of a characterization theorem based on truncated moments, Hazard rate estimation under dependence conditions, A note on characterizations based on truncated expectations, Hazard rate estimation for strong-mixing and censored processes, An introduction to copula-based bivariate reliability Concepts, Characterizations using the bivariate failure rate function, A characterization of continuous multivariate distributions by conditional expectations, Bivariate generalized cumulative residual entropy, A characterization of the multivariate normal distribution by using the hazard gradient, Some characterizations of multivariate distributions using products of the hazard gradient and mean residual life components, Multivariate extension of modified Sarhan-Balakrishnan bivariate distribution, Characterizations of Arnold and Strauss' and related bivariate exponential models, Multivariate extensions of univariate life distributions, Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate

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