We propose a family of copula-based multivariate distributions with g-and-h marginals. After studying the properties of the distribution, we develop a two-step estimation strategy and analyze via ...

This is a preview. Log in through your library . Abstract Four classes of life distributions which have been useful in describing aging where systems are assumed to have independent univariate ...

Recently, Jones pointed out a useful device for enriching families of univariate distributions. Typically, one may construct a random variable with distribution F by considering F-1 (U), where U is a ...

We apply distortion functions to bivariate survival functions for nonnegative random variables. This leads to a natural extension of univariate distortion risk measures to the multivariate setting.