Bivariate distributions with conditionals satisfying the proportional generalized odds rate model

J. Navarro (), M. Esna-Ashari, Mehdi Asadi and José María Sarabia ()

Metrika: International Journal for Theoretical and Applied Statistics, 2015, vol. 78, issue 6, 709 pages

Abstract: New bivariate models are obtained with conditional distributions (in two different senses) satisfying the proportional generalized odds rate (PGOR) model. The PGOR semi-parametric model includes as particular cases the Cox proportional hazard rate (PHR) model and the proportional odds rate (POR) model. Thus the new bivariate models are very flexible and include, as particular cases, the bivariate extensions of PHR and POR models. Moreover, some well known parametric bivariate models are also included in these general models. The basic theoretical properties of the new models are obtained. An application to fit a real data set is also provided. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Conditionally specified distributions; Proportional hazard rate; Proportional odds rate; Bivariate Pareto distribution (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s00184-014-0523-7

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