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...

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Bibliographic Details
Main Authors: Silvia Angela Osmetti, Paola Maddalena Chiodini
Format: Article
Language:English
Published: University of Bologna 2013-05-01
Series:Statistica
Online Access:http://rivista-statistica.unibo.it/article/view/3628