Bivariate distributions with conditionals satisfying the proportional generalized odds rate model

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• 作者：J. Navarro ; M. Esna-Ashari ; M. Asadi ; J. M. Sarabia
• 关键词：Conditionally specified distributions ; Proportional hazard rate ; Proportional odds rate ; Bivariate Pareto distribution
• 刊名：Metrika
• 出版年：2015
• 出版时间：August 2015
• 年：2015
• 卷：78
• 期：6
• 页码：691-709
• 全文大小：542 KB
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• 作者单位：J. Navarro (1)
  M. Esna-Ashari (2)
  M. Asadi (2)
  J. M. Sarabia (3)
  
  1. Facultad de Matem谩ticas, Universidad de Murcia, 30100, Murcia, Spain
  2. University of Isfahan, Isfahan, Iran
  3. Universidad de Cantabria, Santander, Spain
  
• 刊物类别：Mathematics and Statistics
• 刊物主题：Statistics
  Statistics
  Statistics for Business, Economics, Mathematical Finance and Insurance
  Probability Theory and Stochastic Processes
  Economic Theory
  
• 出版者：Physica Verlag, An Imprint of Springer-Verlag GmbH
• ISSN：1435-926X

文摘

New bivariate models are obtained with conditional distributions (in two different senses) satisfying the proportional generalized odds rate (PGOR) model. The PGOR semi-parametric model includes as particular cases the Cox proportional hazard rate (PHR) model and the proportional odds rate (POR) model. Thus the new bivariate models are very flexible and include, as particular cases, the bivariate extensions of PHR and POR models. Moreover, some well known parametric bivariate models are also included in these general models. The basic theoretical properties of the new models are obtained. An application to fit a real data set is also provided.