References
- D.V. Lindley and N.D. Singpurwalla, Multivariate distribution for the life lengths of a system sharing a common environment, J. Appl. Probab. 23 (1986), pp. 418–431. doi: 10.2307/3214184
- T. Nayak, Multivariate Lomax distribution, properties and usefulness in reliability theory, J. Appl. Probab. 24 (1987), pp. 170–177. doi: 10.2307/3214068
- R.E. Barlow and M.B. Mendel, de Finetti-type representations for life distributions, J. Amer. Statist. Assoc. 87 (1992), pp. 1116–1122. doi: 10.1080/01621459.1992.10476267
- K.T. Fang, S. Kotz, and K.W. Ng, Symmetric Multivariate and Related Distributions, Monographs on Statistics and Applied Probability, 36, Chapman and Hall, London, 1990.
- H. Langseth, Bayesian networks with applications in reliability analysis, Ph.D. thesis, Norwegian University of Science and Technology, Norway, 2002.
- P.G. Sankaran and N.U. Nair, A bivariate Pareto model and its applications to reliability, Naval Res. Logist. 40 (1993), pp. 1013–1020.
- J.J. Xu, Statistical modeling and inference for multivariate and longitudinal discrete response data, Ph.D. thesis, Department of Statistics, University of British Columbia, 1996.
- H. Joe, Asymptotic efficiency of two-stage estimation method for copula-based models, J. Multivariate Anal. 94 (2005), pp. 401–419. doi: 10.1016/j.jmva.2004.06.003
- N.L. Johnson and S. Kotz, A vector of multivariate hazard rate, J. Multivariate Anal. 5 (1975), pp. 53–66. doi: 10.1016/0047-259X(75)90055-X
- A.W. Marshall and I. Olkin, Inequalities: Theory of Majorization and its Applications, Academic Press, San Diego, CA, 1979.
- A. Colangelo, T. Hu, and M. Shaked, Conditional ordering and positive dependence, J. Multivariate Anal. 99 (2008), pp. 358–371. doi: 10.1016/j.jmva.2006.10.005
- H. Joe, Mutivariate Model and Dependence Concepts, Chapman and Hall, London, 1997.
- N. Balakrishnan and C.D. Lai, Continuous Bivariate Distributions, 2nd ed., Springer, New York, 2009.
- R.B. Nelson, An Introduction to Copulas, Springer, New York, 2006.
- N. Blomqvist, On a measure of dependence between two random variables, Ann. Math. Statist. 21 (1950), pp. 593–600. doi: 10.1214/aoms/1177729754
- S. Coles, J. Hefferman, and J. Tawn, Dependence measures for extreme value analysis, Extremes 2 (1999), pp. 339–365. doi: 10.1023/A:1009963131610
- S.G. Self and K.-L. Liang, Asymptotic properties of the maximum likelihood estimators and likelihood ratio test under non-standard conditions, J. Amer. Statist. Assoc. 82 (1987), pp. 605–610. doi: 10.1080/01621459.1987.10478472
- R.A. Johnson and D.W. Wiechern, Applied Multivariate Statistical Analysis, Prentice Hall, Englewood Cliffs, NJ, 1992.
- M. Crowder, Classical Competing Risks Model, Chapman & Hall/ CRC Press, New York, 2001.
- D.R. Cox, The analysis of exponentially distributed lifetimes with two types of failures, J. Roy. Statist. Soc. Ser. B 21 (1959), pp. 411–421.
- A.P. Basu and J.K. Ghosh, Identifiability of distributions under competing risks and complementary risks model, Comm. Statist. Theory Methods 9 (1980), pp. 1515–1525. doi: 10.1080/03610928008827978
- A.P. Basu and J.K. Ghosh, Identifiability of the multinormal and other distributions under competing risks model, J. Multivariate Anal. 8 (1978), pp. 413–429.
- J.F. Lawless, Statistical Models and Methods for Lifetime Data, Wiley, New York, 1982.