Correlation structure of the Marshall–Olkin bivariate exponential distribution

Gwo Dong Lin; Chin‐Diew Lai; K. Govindaraju

doi:10.1016/j.stamet.2015.09.001

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JOURNAL ARTICLE

Correlation structure of the Marshall–Olkin bivariate exponential distribution

Gwo Dong Lin Chin‐Diew Lai K. Govindaraju

Year: 2015 Journal: Statistical Methodology Vol: 29 Pages: 1-9 Publisher: Elsevier BV

DOI: 10.1016/j.stamet.2015.09.001

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Keywords:

Mathematics Bivariate analysis Copula (linguistics) Correlation Exponential function Statistics Applied mathematics Econometrics Mathematical analysis Geometry

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Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Correlation structure of the Marshall–Olkin bivariate exponential distribution

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