Some properties of bivariate Schur-constant distributions

DOI10.1016/j.spl.2017.01.007zbMath1416.60030OpenAlexW2577304799MaRDI QIDQ512801

Chung Pham Van, Bao Quoc Ta

Publication date: 28 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.01.007

zbMATH Keywords

Laplace transformArchimedean copulasSchur-constant distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05) Diffusion processes (60J60)

Related Items (7)

Comparisons of coherent systems under the time-transformed exponential model ⋮ Schur-constant and related dependence models, with application to ruin probabilities ⋮ New characterizations of bivariate discrete Schur-constant models ⋮ Partially Schur-constant models ⋮ Equilibrium distributions and discrete Schur-constant models ⋮ On partially Schur-constant models and their associated copulas ⋮ A law of uniform seniority for dependent lives

Cites Work

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• WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions
• Diffusion local time storage
• On first range times of linear diffusions
• Dependence Modeling with Copulas
• Copulas: A Review and Recent Developments
• De Finetti-type Representations for Life Distributions
• On busy periods of the unbounded Brownian storage

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