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A class of tests for bivariate exponentiality against bivariate increasing failure rate alternatives

✍ Scribed by Dipankar Bandyopadhyay; Asit P. Basu

Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
703 KB
Volume
29
Category
Article
ISSN
0378-3758

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The copula of a bivariate distribution, constructed by making marginal transformations of each component, captures all the information in the bivariate distribution about the dependence between two variables. For frailty models for bivariate data the choice of a family of distributions for the rando