Generalized Multivariate Gumbel Distributions——Dependence,Aging Properties and Applications

作     者：FANG Rui LI Xiaohu LI Linxiong 

作者机构：Department of MathematicsShantou University Department of Mathematical SciencesStevens Institute of Technology Department of MathematicsUniversity of New Orleans 

出 版 物：《Journal of Systems Science & Complexity》 (系统科学与复杂性学报（英文版）)

年 卷 期：2016年第29卷第6期

页      面：1752-1772页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 08[工学] 0805[工学-材料科学与工程（可授工学、理学学位）] 080502[工学-材料学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：supported by STU Scientific Research Foundation for Talents under Grant No.NTF15002 STU Natural Science Foundation for Young Scientists under Grant No.YR15002 Guangdong Natural Science Foundation under Grant No.2016A030310076 Scientific Research Funds of Department of Education of Guangdong Province under Grant No.2015KQNCX043 

主　　题：Coefficient of orthant dependence residual lifetime vector survival copula upper orthantorder. 

摘      要：This paper introduces a generalized multivariate Gumbel(GMG) distribution using a survival *** dependence properties of the GMG distribution and some analytical properties of the generators of the GMG distribution are ***,the authors also investigate the dependence behavior of the residual lifetime vector of the GMG *** an illustration,the GMG distribution is applied to fit a real data set.