Computation and estimation of reliability for some bivariate copulas with Pareto marginals

DOI10.1080/00949655.2017.1376328OpenAlexW2755557864MaRDI QIDQ5107018

Dipak D. Patil, Uttara V. Naik-Nimbalkar

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1376328

zbMATH Keywords

Monte Carlo methodhypergeometric functionGaussian error functionBlomqvist's betatwo-stage estimation procedurestress-strength modelsProductLog function

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Reliability for some bivariate exponential distributions
• Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
• Estimation of \(P[Y<X\) for generalized Pareto distribution]
• An introduction to copulas. Properties and applications
• Reliability for Pareto models
• Generalized inferences of \(R\) = \(\Pr (X>Y)\) for Pareto distribution
• A copula-based approach to account for dependence in stress-strength models
• Parameter Estimation for the Truncated Pareto Distribution
• On a Measure of Dependence Between two Random Variables
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