A new extreme value copula and new families of univariate distributions based on Freund’s exponential model
The use of the exponential distribution and its multivariate generalizations is extremely popular in lifetime modeling. Freund’s bivariate exponential model (1961) is based on the idea that the remaining lifetime of any entity in a bivariate system is shortened when the other entity defaults. Such a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2020-12-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2020-0018 |