This paper introduces a generalized multivariate Gumbel(GMG) distribution using a survival copula.Various dependence properties of the GMG distribution and some analytical properties of the generators of the GMG distr...This paper introduces a generalized multivariate Gumbel(GMG) distribution using a survival copula.Various dependence properties of the GMG distribution and some analytical properties of the generators of the GMG distribution are studied.Furthermore,the authors also investigate the dependence behavior of the residual lifetime vector of the GMG distribution.As an illustration,the GMG distribution is applied to fit a real data set.展开更多
基金supported by STU Scientific Research Foundation for Talents under Grant No.NTF15002STU Natural Science Foundation for Young Scientists under Grant No.YR15002+1 种基金Guangdong Natural Science Foundation under Grant No.2016A030310076Scientific Research Funds of Department of Education of Guangdong Province under Grant No.2015KQNCX043
文摘This paper introduces a generalized multivariate Gumbel(GMG) distribution using a survival copula.Various dependence properties of the GMG distribution and some analytical properties of the generators of the GMG distribution are studied.Furthermore,the authors also investigate the dependence behavior of the residual lifetime vector of the GMG distribution.As an illustration,the GMG distribution is applied to fit a real data set.
