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Dependence properties of bivariate distributions with proportional (reversed) hazards marginals

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  • A. Dolati
  • M. Amini
  • S. Mirhosseini

Abstract

This paper considers two classes of bivariate distributions having proportional (reversed) hazard rates models as their marginals. Various dependence properties of the proposed models are studied through their copulas. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • A. Dolati & M. Amini & S. Mirhosseini, 2014. "Dependence properties of bivariate distributions with proportional (reversed) hazards marginals," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(3), pages 333-347, April.
    • Handle: RePEc:spr:metrik:v:77:y:2014:i:3:p:333-347
    DOI: 10.1007/s00184-013-0440-1
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    References listed on IDEAS

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    1. Pillai, R. N. & Jayakumar, K., 1995. "Discrete Mittag-Leffler distributions," Statistics & Probability Letters, Elsevier, vol. 23(3), pages 271-274, May.
    2. Finkelstein, M. S., 2003. "On one class of bivariate distributions," Statistics & Probability Letters, Elsevier, vol. 65(1), pages 1-6, October.
    3. Fabrizio Durante, 2009. "Construction of non-exchangeable bivariate distribution functions," Statistical Papers, Springer, vol. 50(2), pages 383-391, March.
    4. Marco Scarsini, 1984. "On measures of concordance," Post-Print hal-00542380, HAL.
    5. Patricia Mariela Morillas, 2005. "A method to obtain new copulas from a given one," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(2), pages 169-184, April.
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    Cited by:

    1. S. Mirhosseini & M. Amini & D. Kundu & A. Dolati, 2015. "On a new absolutely continuous bivariate generalized exponential distribution," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(1), pages 61-83, March.

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