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Characterizations of the class of bivariate Gompertz distributions

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  • Kolev, Nikolai

Abstract

The main goal of this article is to characterize the class of bivariate Gompertz distributions recently derived by Marshall and Olkin (2015) through functional equations. As a by-product, new properties of these distributions are obtained and discussed.

Suggested Citation

  • Kolev, Nikolai, 2016. "Characterizations of the class of bivariate Gompertz distributions," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 173-179.
    • Handle: RePEc:eee:jmvana:v:148:y:2016:i:c:p:173-179
    DOI: 10.1016/j.jmva.2016.03.004
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    References listed on IDEAS

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    1. Genest, Christian & Nešlehová, Johanna, 2007. "A Primer on Copulas for Count Data," ASTIN Bulletin, Cambridge University Press, vol. 37(2), pages 475-515, November.
    2. H. Kulkarni, 2006. "Characterizations and Modelling of Multivariate Lack of Memory Property," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 64(2), pages 167-180, October.
    3. Navarro, Jorge & Sarabia, José María, 2013. "Reliability properties of bivariate conditional proportional hazard rate models," Journal of Multivariate Analysis, Elsevier, vol. 113(C), pages 116-127.
    4. Marshall, Albert W. & Olkin, Ingram, 2015. "A bivariate Gompertz–Makeham life distribution," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 219-226.
    5. Johnson, N. L. & Kotz, Samuel, 1975. "A vector multivariate hazard rate," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 53-66, March.
    6. Pinto, Jayme & Kolev, Nikolai, 2015. "Sibuya-type bivariate lack of memory property," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 119-128.
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    Cited by:

    1. Jayme Pinto & Nikolai Kolev, 2016. "A class of continuous bivariate distributions with linear sum of hazard gradient components," Journal of Statistical Distributions and Applications, Springer, vol. 3(1), pages 1-17, December.

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