On the Reliability for Some Bivariate Dependent Beta and Kumaraswamy Distributions: A Brief Survey
Author
Abstract
Suggested Citation
DOI: 10.1515/eqc-2018-0029
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
- Barry C. Arnold & Indranil Ghosh, 2017. "Some alternative bivariate Kumaraswamy models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(18), pages 9335-9354, September.
- M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 1-43, June.
- Saralees Nadarajah & Samuel Kotz, 2003. "Reliability for Pareto models," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 191-204.
- Erhard Cramer & Udo Kamps, 1997. "The UMVUE ofP(X>Y) based on type-II censored samples from Weinman multivariate exponential distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 46(1), pages 93-121, January.
- Paul Embrechts & Sidney Resnick & Gennady Samorodnitsky, 1999. "Extreme Value Theory as a Risk Management Tool," North American Actuarial Journal, Taylor & Francis Journals, vol. 3(2), pages 30-41.
- Saralees Nadarajah & Samuel Kotz, 2007. "Two generalized beta distributions," Applied Economics, Taylor & Francis Journals, vol. 39(14), pages 1743-1751.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Rand Kwong Yew Low, 2018. "Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 423-463, November.
- Carlin C. F. Chu & Simon S. W. Li, 2024. "A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series," Computational Management Science, Springer, vol. 21(1), pages 1-14, June.
- Carol Alexander & José María Sarabia, 2012. "Quantile Uncertainty and Value‐at‐Risk Model Risk," Risk Analysis, John Wiley & Sons, vol. 32(8), pages 1293-1308, August.
- Pawel Siarka, 2012. "Implementation of the Stress Test Methods in the Retail Portfolio," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 2(6), pages 1-2.
- Amira Dridi & Mohamed El Ghourabi & Mohamed Limam, 2012. "On monitoring financial stress index with extreme value theory," Quantitative Finance, Taylor & Francis Journals, vol. 12(3), pages 329-339, March.
- Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011.
"Evaluating Value-at-Risk Models via Quantile Regression,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
- Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 150-160, January.
- Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 679, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
- Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
- Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- A. A. Ogunde & S. T. Fayose & B. Ajayi & D. O. Omosigho, 2020. "Properties, Inference and Applications of Alpha Power Extended Inverted Weibull Distribution," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 9(6), pages 1-90, November.
- Abdus Saboor & Muhammad Nauman Khan & Gauss M. Cordeiro & Marcelino A. R. Pascoa & Juliano Bortolini & Shahid Mubeen, 2019. "Modified beta modified-Weibull distribution," Computational Statistics, Springer, vol. 34(1), pages 173-199, March.
- Lillo, Fabrizio & Livieri, Giulia & Marmi, Stefano & Solomko, Anton & Vaienti, Sandro, 2023. "Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems," LSE Research Online Documents on Economics 120290, London School of Economics and Political Science, LSE Library.
- Zhang, Zhengjun & Zhu, Bin, 2016. "Copula structured M4 processes with application to high-frequency financial data," Journal of Econometrics, Elsevier, vol. 194(2), pages 231-241.
- Zhao, Zifeng & Zhang, Zhengjun & Chen, Rong, 2018. "Modeling maxima with autoregressive conditional Fréchet model," Journal of Econometrics, Elsevier, vol. 207(2), pages 325-351.
- Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012.
"Generalized beta-generated distributions,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
- Carol Alexander & Jose Maria Sarabia, 2010. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2010-09, Henley Business School, University of Reading.
- Carol Alexander & Gauss M. Cordeiro & Edwin M. M. Ortega & José MarÃa Sarabia, 2011. "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance icma-dp2011-05, Henley Business School, University of Reading.
- M. J. S. Khan & Bushra Khatoon, 2020. "Statistical Inferences of $$R=P(X," Annals of Data Science, Springer, vol. 7(3), pages 525-545, September.
- Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007.
"Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers,"
Journal of Econometrics, Elsevier, vol. 137(2), pages 641-673, April.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004. "Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers," Econometrics 0404005, University Library of Munich, Germany.
- Gencay, Ramazan & Selcuk, Faruk & Ulugulyagci, Abdurrahman, 2003. "High volatility, thick tails and extreme value theory in value-at-risk estimation," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 337-356, October.
- Carol Alexander & Jose Maria Sarabia, 2010. "Endogenizing Model Risk to Quantile Estimates," ICMA Centre Discussion Papers in Finance icma-dp2010-07, Henley Business School, University of Reading.
- Silvia Figini & Ron Kenett & SILVIA SALINI, 2010.
"Integrating Operational and Financial Risk Assessments,"
UNIMI - Research Papers in Economics, Business, and Statistics
unimi-1099, Universitá degli Studi di Milano.
- Silvia FIGINI & Ron S. KENETT & Silvia SALINI, 2010. "Integrating operational and financial risk assessments," Departmental Working Papers 2010-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Arthur Pewsey & Héctor Gómez & Heleno Bolfarine, 2012. "Likelihood-based inference for power distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 775-789, December.
- Torsten Heinrich & Juan Sabuco & J. Doyne Farmer, 2022.
"A simulation of the insurance industry: the problem of risk model homogeneity,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 535-576, April.
- Torsten Heinrich & Juan Sabuco & J. Doyne Farmer, 2019. "A simulation of the insurance industry: The problem of risk model homogeneity," Papers 1907.05954, arXiv.org, revised Nov 2019.
- Heinrich, Torsten & Sabuco, Juan & Farmer, J. Doyne, 2019. "A simulation of the insurance industry: The problem of risk model homogeneity," MPRA Paper 95096, University Library of Munich, Germany.
- Farmer, J. Doyne & Heinrich, Torsten & Sabuco, Juan, 2019. "A simulation of the insurance industry: The problem of risk model homogeneity," INET Oxford Working Papers 2019-12, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Jiong Liu & R. A. Serota, 2023. "Rethinking Generalized Beta family of distributions," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 96(2), pages 1-14, February.
More about this item
Keywords
Reliability Parameter; Bivariate Dependent Beta and Kumaraswamy Distributions; Reliability Parameter For Bivariate Dependent Beta and Kumaraswamy Models;All these keywords.
Statistics
Access and download statisticsCorrections
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:bpj:ecqcon:v:34:y:2019:i:2:p:115-121:n:2. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.