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.
| Original language | English |
|---|---|
| Pages (from-to) | 1752-1772 |
| Number of pages | 21 |
| Journal | Journal of Systems Science and Complexity |
| Volume | 29 |
| Issue number | 6 |
| DOIs | |
| State | Published - 1 Dec 2016 |
Keywords
- Coefficient of orthant dependence
- residual lifetime vector
- survival copula
- upper orthant order
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