Metrika, ( ISI ), Volume (77), No (2), Year (2014-3) , Pages (333-347)

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

Authors: A. Dolati , Mohammad Amini , Seyed Mohsen Mirhosseini Abrandabadi ,

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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.

Keywords

Copula · Dependence · Proportional hazard model
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@article{paperid:1039735,
author = {A. Dolati and Amini, Mohammad and Mirhosseini Abrandabadi, Seyed Mohsen},
title = {Dependence properties of bivariate distributions with proportional (reversed) hazards marginals},
journal = {Metrika},
year = {2014},
volume = {77},
number = {2},
month = {March},
issn = {0026-1335},
pages = {333--347},
numpages = {14},
keywords = {Copula · Dependence · Proportional hazard model},
}

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%0 Journal Article
%T Dependence properties of bivariate distributions with proportional (reversed) hazards marginals
%A A. Dolati
%A Amini, Mohammad
%A Mirhosseini Abrandabadi, Seyed Mohsen
%J Metrika
%@ 0026-1335
%D 2014

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