Characterizations of the class of bivariate Gompertz distributions

Nikolai Kolev

Journal of Multivariate Analysis, 2016, vol. 148, issue C, 173-179

Abstract: The main goal of this article is to characterize the class of bivariate Gompertz distributions recently derived by Marshall and Olkin (2015) through functional equations. As a by-product, new properties of these distributions are obtained and discussed.

Keywords: Bivariate Gompertz distribution; Characterization; Copula; Functional equation; Hazard gradient vector; Reliability; Sibuya’s dependence function (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:148:y:2016:i:c:p:173-179

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DOI: 10.1016/j.jmva.2016.03.004

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