Title : ( An extension of bivariate Marshall-Olkin distribution )
Authors: Hossein Ali Mohtashami Borzadaran , Hadi Jabbari Nooghabi ,
Full TextAbstract
A new method to construct an extension of Marshall-Olkin distributions has been proposed, with extending their dependence structure and tail dependence, making it more flexible for modelling, followed by a statistical interpretation resulting stochastic comparison. Some properties of this model such as association measures, tail depen- dence, Kendall distribution and invariancy followed by an applicable example has been presented. finally, the multivariate extension of the Marshall-Olkin model has been proposed.
Keywords
, Copula, Copula transformation, Dependence measures, Marshall-Olkin model, Stochastic orders
@inproceedings{paperid:1098076,
author = {Mohtashami Borzadaran, Hossein Ali and Jabbari Nooghabi, Hadi},
title = {An extension of bivariate Marshall-Olkin distribution},
booktitle = {4Th Workshop on Copula theory and its Applications},
year = {2017},
location = {یزد, IRAN},
keywords = {Copula; Copula transformation; Dependence measures; Marshall-Olkin
model; Stochastic orders},
}
%0 Conference Proceedings
%T An extension of bivariate Marshall-Olkin distribution
%A Mohtashami Borzadaran, Hossein Ali
%A Jabbari Nooghabi, Hadi
%J 4Th Workshop on Copula theory and its Applications
%D 2017
