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

A. Dolati (), M. Amini () and S. Mirhosseini ()

Metrika: International Journal for Theoretical and Applied Statistics, 2014, vol. 77, issue 3, 333-347

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

Keywords: Copula; Dependence; Proportional hazard model (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00184-013-0440-1

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