A New Family of Bivariate Exponential Distributions with Negative Dependence Based on Counter-Monotonic Shock Method

We introduce a new family of bivariate exponential distributions based on the counter-monotonic shock model. This family of distribution is easy to simulate and includes the Fréchet lower bound, which allows to span all degrees of negative dependence. The construction and distributional properties o...

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Detalles Bibliográficos
Autores principales: Bentoumi, Rachid, El Ktaibi, Farid, Mesfioui, Mhamed
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8145093/
https://www.ncbi.nlm.nih.gov/pubmed/33946765
http://dx.doi.org/10.3390/e23050548

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8145093/
https://www.ncbi.nlm.nih.gov/pubmed/33946765
http://dx.doi.org/10.3390/e23050548

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