IDEAS home Printed from https://ideas.repec.org/a/spr/metrik/v77y2014i3p333-347.html
   My bibliography  Save this article

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

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00184-013-0440-1
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00184-013-0440-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Shikhar Tyagi, 2024. "On bivariate Teissier model using Copula: dependence properties, and case studies," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 15(6), pages 2483-2499, June.
    2. 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.

    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.
    1. Fabrizio Durante & Erich Klement & Carlo Sempi & Manuel Úbeda-Flores, 2010. "Measures of non-exchangeability for bivariate random vectors," Statistical Papers, Springer, vol. 51(3), pages 687-699, September.
    2. 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.
    3. Plischke, Elmar & Borgonovo, Emanuele, 2019. "Copula theory and probabilistic sensitivity analysis: Is there a connection?," European Journal of Operational Research, Elsevier, vol. 277(3), pages 1046-1059.
    4. Khaledi, Baha-Eldin & Kochar, Subhash, 2005. "Dependence orderings for generalized order statistics," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 357-367, July.
    5. Di Bernardino Elena & Rullière Didier, 2016. "On an asymmetric extension of multivariate Archimedean copulas based on quadratic form," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-20, December.
    6. Edoardo Berton & Lorenzo Mercuri, 2021. "An Efficient Unified Approach for Spread Option Pricing in a Copula Market Model," Papers 2112.11968, arXiv.org, revised Feb 2023.
    7. Azam Dehgani & Ali Dolati & Manuel Úbeda-Flores, 2013. "Measures of radial asymmetry for bivariate random vectors," Statistical Papers, Springer, vol. 54(2), pages 271-286, May.
    8. Koen Decancq, 2014. "Copula-based measurement of dependence between dimensions of well-being," Oxford Economic Papers, Oxford University Press, vol. 66(3), pages 681-701.
    9. Roger J. Jiao & Feng Zhou & Chih-Hsing Chu, 2017. "Decision theoretic modeling of affective and cognitive needs for product experience engineering: key issues and a conceptual framework," Journal of Intelligent Manufacturing, Springer, vol. 28(7), pages 1755-1767, October.
    10. Jiří Dvořák & Tomáš Mrkvička, 2022. "Graphical tests of independence for general distributions," Computational Statistics, Springer, vol. 37(2), pages 671-699, April.
    11. Liebscher Eckhard, 2017. "Copula-Based Dependence Measures For Piecewise Monotonicity," Dependence Modeling, De Gruyter, vol. 5(1), pages 198-220, August.
    12. Claudio Borroni, 2013. "A new rank correlation measure," Statistical Papers, Springer, vol. 54(2), pages 255-270, May.
    13. Elena Di Bernardino & Didier Rullière, 2016. "A note on upper-patched generators for Archimedean copulas," Working Papers hal-01347869, HAL.
    14. Dominique Guegan & Bertrand Hassani, 2011. "Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach," Documents de travail du Centre d'Economie de la Sorbonne 11017rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Apr 2012.
    15. Emad-Eldin Aly & Nadjib Bouzar, 2000. "On Geometric Infinite Divisibility and Stability," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(4), pages 790-799, December.
    16. Lin, Feng & Peng, Liang & Xie, Jiehua & Yang, Jingping, 2018. "Stochastic distortion and its transformed copula," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 148-166.
    17. Karl Siburg & Pavel Stoimenov, 2010. "A measure of mutual complete dependence," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(2), pages 239-251, March.
    18. Subrata Chakraborty & S. H. Ong, 2017. "Mittag - Leffler function distribution - a new generalization of hyper-Poisson distribution," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-17, December.
    19. Girard Stéphane, 2018. "Transformation of a copula using the associated co-copula," Dependence Modeling, De Gruyter, vol. 6(1), pages 298-308, December.
    20. Dalia Valencia & Rosa E. Lillo & Juan Romo, 2019. "A Kendall correlation coefficient between functional data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(4), pages 1083-1103, December.

    Corrections

    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:spr:metrik:v:77:y:2014:i:3:p:333-347. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.