Abstract
The aim of this paper is the derivation of the
maximum likelihood estimators of the Marshal-Olkin copula. This copula comes from the Marshall-Olkin Bivariate
Exponential (MOBE) distribution, that has been proposed in reliability analysis to study complex
systems in which the components are not independent and it is also
used in the extreme value theory. We find the likelihood estimators considering the cases of complete and Type-II censored
samples. The Marshall-Olkin copula
likelihood function is presented in both cases. A simulation study in the particular context of the MOBE shows the properties of
the proposed estimators for full or censored data. Finally,
we analyze some data sets for illustrative purpose.
| Lingua originale | English |
|---|---|
| pagine (da-a) | 1-33 |
| Numero di pagine | 33 |
| Rivista | Statistica Applicata |
| Volume | 2012 |
| Stato di pubblicazione | Pubblicato - 2012 |
Keywords
- copula