References
- Domma F, Giordano S. Copula-based approach to account for dependence in stress–strength models. Statist Pap. 2013;54(3):807–826. doi: 10.1007/s00362-012-0463-0
- Nadarajah S, Kotz S. Relaibility for Pareto models. Metron. 2003;61(2):191–204.
- Nadarajah S, Kotz S. Relaibility for some bivariate exponential distributions. Math Probl Eng. 2006;2006:1–14.
- Nelsen RB. An introduction to copulas. New York: Springer; 1999.
- Sadegh R, Rassol T, Manijeh M. Estimation of for generalized Pareto distribution. J Stat Plan Inference. 2010;140:480–494. doi: 10.1016/j.jspi.2009.07.024
- Gunasekera S. Generalized inferences of for Pareto distribution. Statist Pap. 2015;56:333–351. doi: 10.1007/s00362-014-0584-8
- Ouk SL, Dong HK. Reliability of fatigue damaged structure using FORM, SORM and Fatigue model. Proceedings of the World Congress on Engineering; 2007; Vol II WCE 2007, July 2–4, London, UK.
- Diniz SMC. Structural reliability: rational tools for design code development. Structures Congress; 2008; April 24–26, British Columbia, Canada.
- Joe H. Multivariate models and dependence concepts. London: Chapman Hall; 1997. (Monographs on statistics and applied probability 73).
- Blomqvist N. On a measure of dependence between two random variables. Ann Math Statist. 1950;21:593–600. doi: 10.1214/aoms/1177729754
- Gumbel EJ. Distributions des valeurs extremes en plusiers dimensions. Publ Inst Statist Univ Paris. 1960;9:171–173.
- Hougaard P. A class of multivariate failure time distributions. Biometrika. 1986;73:671–678.
- Hutchinson TP, Lai CD. Continuous bivariate distributions. Emphasising Applications Adelaide: Rumsby Scientific Publishing; 1990.
- Aban IB. Parameter estimation for the truncated Pareto distribution. J Am Statist Assoc. 2006;101(473):270–277. doi: 10.1198/016214505000000411
- Schmid F, Schmidt R. Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence. Metrika. 2007;66:323–354. doi: 10.1007/s00184-006-0114-3
- Genest C, Aguirre A, Harvey F. Copula parameter estimation using Blomqvist's beta. J Soc Franc Statist. 2013;154(1):5–24.
- Billingsley P. Probability and measure. New York: Wiley; 1995.
- Ross SM. Introduction to probability models. San Diego: Academic Press; 1997.