Stochastic comparisons for time transformed exponential models
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Müller, Alfred & Scarsini, Marco, 2005.
"Archimedean copulæ and positive dependence,"
Journal of Multivariate Analysis,
Elsevier, vol. 93(2), pages 434-445, April.
- Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research.
- Marco Scarsini & Alfred Muller, 2005. "Archimedean copulae and positive dependence," Post-Print hal-00539618, HAL.
- Nelsen, Roger B., 1997. "Dependence and Order in Families of Archimedean Copulas," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 111-122, January.
- Bassan, Bruno & Spizzichino, Fabio, 2005. "Bivariate survival models with Clayton aging functions," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 6-12, August.
- An, Mark Yuying, 1998.
"Logconcavity versus Logconvexity: A Complete Characterization,"
Journal of Economic Theory,
Elsevier, vol. 80(2), pages 350-369, June.
- An, Mark Yuying, 1995. "Logconcavity versus Logconvexity: A Complete Characterization," Working Papers 95-03, Duke University, Department of Economics.
- Pellerey, Franco, 2000. "Random vectors with HNBUE-type marginal distributions," Statistics & Probability Letters, Elsevier, vol. 50(3), pages 265-271, November.
- Bassan, Bruno & Spizzichino, Fabio, 2005. "Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 313-339, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Li, Xiaohu & Lin, Jianhua, 2011. "Stochastic orders in time transformed exponential models with applications," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 47-52, July.
- repec:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-017-0527-5 is not listed on IDEAS
More about this item
KeywordsMultivariate stochastic orders Positive dependence orders Bivariate lifetimes Survival copulas Archimedean copulas TTE models;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:46:y:2010:i:2:p:328-333. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.