Large sample tests for testing symmetry and independence in some bivariate exponential models

DOI10.1080/03610929208830934zbMath0775.62135OpenAlexW2104562583MaRDI QIDQ4202683

David D. Hanagal, B. K. Kale

Publication date: 4 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929208830934

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items (10)

ML estimation for multivariate shock models via an EM algorithm ⋮ Some inference results in several symmetric multivariate exponential models ⋮ Inference procedures in some bivariate exponential models under hybrid random censoring ⋮ Competing risks analysis for dependent causes using Marshall-Olkin bivariate generalized lifetime family ⋮ Umpu Tests for Testing Symmetry and Stress-Passing in Some Bivariate Exponential Models ⋮ Estimation and Confidence Intervals for Clock Offset in Networks with Bivariate Exponential Delays ⋮ Selection of a better component in bivariate exponential models ⋮ Bayesian Estimation of the Parameters of Bivariate Exponential Distributions ⋮ Estimation of reliability of a component subjected to bivariate exponential stress ⋮ Bayesian Inference in Marshall–Olkin Bivariate Exponential Shared Gamma Frailty Regression Model under Random Censoring

Cites Work

• Estimation and Hypothesis Testing for the Parameters of a Bivariate Exponential Distribution
• Bivariate Exponential Distributions
• A Bivariate Extension of the Exponential Distribution
• A Multivariate Exponential Distribution
• Parameter Estimation for a Multivariate Exponential Distribution

This page was built for publication: Large sample tests for testing symmetry and independence in some bivariate exponential models