A method of moments to estimate bivariate survival functions: the copula approach

OSMETTI, SILVIA ANGELA; Department Of Statistical Science - Università Cattolica Del Sacro Cuore - Milan & CHIODINI, PAOLA MADDALENA; Department Of Statistics - Università Degli Studi Di Milano Bicocca
In this paper we discuss the problem on parametric and non parametric estimation of the distributions generated by the Marshall-Olkin copula. This copula comes from the Marshall-Olkin bivariate exponential distribution used in reliability analysis. We generalize this model by the copula and different marginal distributions to construct several bivariate survival functions. The cumulative distribution functions are not absolutely continuous and they unknown parameters are often not be obtained in explicit form. In order to estimate...