A method of moments to estimate bivariate survival functions: the copula approach
In this paper we discuss the problem on parametric and non parametric estimation of the distributions generated by the Marshall-Olkin copula. This copula comes from the Marshall-Olkin bivariate exponential distribution used in reliability analysis. We generalize this model by the copula and differen...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
University of Bologna
2013-05-01
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Series: | Statistica |
Online Access: | http://rivista-statistica.unibo.it/article/view/3628 |