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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2021
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| Materias: | |
| 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 |