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Characterizations of some bivariate models using reciprocal coordinate subtangents

Author

Listed:
  • S. M. Sunoj

    (Cochin University of Science and Technology - India)

  • Sreejith Thoppil Bhargavan

    (Cochin University of Science and Technology - India)

  • Jorge Navarro

    (University of Murcia - Spain)

Abstract

In the present paper, we consider the bivariate version of reciprocal coordinate subtangent (RCST) and study its usefulness in characterizing some important bivariate models. In particular, characterization results are proved for a general bivariate model whose conditional distributions are proportional hazard rate models (see Navarro and Sarabia, 2011), Sarmanov family and Ali-Mikhail-Haq family of bivariate distributions. We also study the relationship between local dependence function and reciprocal subtangent and a characterization result is proved for a bivariate model proposed by Jones (1998). Further, the concept of reciprocal coordinate subtangent is extended to conditionally specified models.

Suggested Citation

  • S. M. Sunoj & Sreejith Thoppil Bhargavan & Jorge Navarro, 2014. "Characterizations of some bivariate models using reciprocal coordinate subtangents," Statistica, Department of Statistics, University of Bologna, vol. 74(2), pages 155-172.
    • Handle: RePEc:bot:rivsta:v:74:y:2014:i:2:p:155-172
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