Dependence properties of bivariate distributions with proportional (reversed) hazards marginals

This paper considers two classes of bivariate distributions having proportional (reversed) hazard rates models as their marginals. Various dependence properties of the proposed models are studied through their copulas. Copyright Springer-Verlag Berlin Heidelberg 2014

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Year of publication:	2014
Authors:	Dolati, A. ; Amini, M. ; Mirhosseini, S.
Published in:	Metrika. - Springer. - Vol. 77.2014, 3, p. 333-347
Publisher:	Springer
Subject:	Copula \| Dependence \| Proportional hazard model

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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