TY - JOUR
T1 - Generalized multivariate Gumbel distributions — Dependence, aging properties and applications
AU - Fang, Rui
AU - Li, Xiaohu
AU - Li, Linxiong
N1 - Publisher Copyright:
© 2016, Institute of Systems Science, Academy of Mathematics and Systems Science, CAS and Springer-Verlag Berlin Heidelberg.
PY - 2016/12/1
Y1 - 2016/12/1
N2 - 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.
AB - 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.
KW - Coefficient of orthant dependence
KW - residual lifetime vector
KW - survival copula
KW - upper orthant order
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U2 - 10.1007/s11424-016-4272-8
DO - 10.1007/s11424-016-4272-8
M3 - Article
AN - SCOPUS:84984823830
SN - 1009-6124
VL - 29
SP - 1752
EP - 1772
JO - Journal of Systems Science and Complexity
JF - Journal of Systems Science and Complexity
IS - 6
ER -