A stress-strength model with dependent variables to measure household financial fragility

DOI10.1007/s10260-012-0192-5zbMath1255.91328OpenAlexW2055901902MaRDI QIDQ1934284

Sabrina Giordano, Filippo Domma

Publication date: 28 January 2013

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-012-0192-5

zbMATH Keywords

copulareliabilityDagum distributionIFMSHIW data

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05) Statistical methods; economic indices and measures (91B82)

Related Items (11)

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Uses Software

• R

Cites Work

• Unnamed Item
• Goodness-of-fit tests for copulas: A review and a power study
• Reliability for some bivariate exponential distributions
• Inference about reliability parameter with gamma strength and stress
• An introduction to copulas.
• Confidence limits for stress-strength reliability involving Weibull models
• Partially parametric interval estimation of Pr\(\{Y>X\}\)
• Estimation of \(P[Y<X\) for generalized Pareto distribution]
• Asymptotic efficiency of the two-stage estimation method for copula-based models
• Reliability for some bivariate beta distributions
• Estimation of pr (a&rsquo;x&gt;&gt;b&rsquo;y) in the mnltiyariate normal case
• Continuous Bivariate Distributions
• Unbiased estimation ofP(X>Y) for two-parameter exponential populations using order statistics

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