Association of multivariate phase-type distributions, with applications to shock models.
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Publication:1423110
DOI10.1016/S0167-7152(03)00182-2zbMath1116.62353OpenAlexW1976022166MaRDI QIDQ1423110
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00182-2
Shock modelAssociated in timeAssociation ofMultivariate phase-type distributionprobability measures on partially ordered spaces
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)
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