| Generalized Multivariate Gumbel Distributions——Dependence,Aging Properties and Applications |
| |
| 摘 要： |
|
Generalized multivariate Gumbel distributions — Dependence,aging properties and applications |
| |
| Authors: | Rui Fang Xiaohu Li Linxiong Li |
| |
| Institution: | 1.Department of Mathematics,Shantou University,Shantou,China;2.Department of Mathematical Sciences,Stevens Institute of Technology,Hoboken,USA;3.Department of Mathematics,University of New Orleans,New Orleans,USA |
| |
| Abstract: | This paper introduces a generalized multivariate Gumbel (GMG) distribution using a survival copula. Various dependence properties of the GMG distribution and some analytical properties of the generators of the GMG distribution are studied. Furthermore, the authors also investigate the dependence behavior of the residual lifetime vector of the GMG distribution. As an illustration, the GMG distribution is applied to fit a real data set. |
| |
| Keywords: | |
| 本文献已被 CNKI SpringerLink 等数据库收录！ |
|
