On a class of bivariate exponential distributions

A class of absolutely continuous bivariate exponential distributions is constructed using the product form of a first order autoregressive model. Inference methods are proposed for parameter estimation and diagnosis. Data analysis is carried out to illustrate the applications.

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Year of publication:	2014
Authors:	Balakrishna, N. ; Shiji, K.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 85.2014, C, p. 153-160
Publisher:	Elsevier
Subject:	Antithetic variables \| Bivariate exponential distribution \| Positive stable \| Product structures

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

Persistent link: https://www.econbiz.de/10010743569