Multivariate distributions with proportional reversed hazard marginals

DOI10.1016/j.csda.2014.02.004zbMath1506.62099OpenAlexW2032426957MaRDI QIDQ1623582

Manuel Franco, Juana-Maria Vivo, Debasis Kundu

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.02.004

zbMATH Keywords

EM algorithmfailure ratemaximum likelihood estimatorFisher information matrixMarshall-Olkin copula

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

Related Items

Exchangeable exogenous shock models, Min-infinite divisibility of the bivariate Marshall–Olkin copulas, Marshall-Olkin type copulas generated by a global shock, Dependence properties of multivariate distributions with proportional hazard rate marginals, A bivariate Gompertz-Makeham life distribution

Uses Software

• SPLIDA

Cites Work

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