Multivariate exponential distributions with constant failure rates

DOI10.1006/jmva.1997.1670zbMath0965.62047OpenAlexW2035816472MaRDI QIDQ1361805

Kai Sun, Asit P. Basu

Publication date: 31 July 2001

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

Full work available at URL: https://doi.org/10.1006/jmva.1997.1670

zbMATH Keywords

reliabilitycharacterizationfailure ratemultivariate exponential distribution\(N\)-component system

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Reliability and life testing (62N05)

Related Items (7)

A reliability model for multivariate exponential distributions ⋮ On Some Properties of Bivariate Exponential Distributions ⋮ Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence ⋮ Representation of Downton's bivariate exponential random vector and its applications ⋮ Bivariate generalized cumulative residual entropy ⋮ On the inclusion of bivariate marked point processes in graphical models ⋮ Recent developments about Marshall-Olkin bivariate distribution

Cites Work

• A vector multivariate hazard rate
• Some comments on the hazard gradient
• On a characterization of the family of distributions with constant multivariate failure rates
• A Bivariate Extension of the Exponential Distribution
• Multivariate conditional hazard rates and the MIFRA and MIFR properties
• A Continuous Bivariate Exponential Extension
• A Multivariate Exponential Distribution
• Bivariate Failure Rate
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Multivariate exponential distributions with constant failure rates