Construction of asymmetric copulas and its application in two-dimensional reliability modelling
From MaRDI portal
Publication:296786
DOI10.1016/j.ejor.2014.03.016zbMath1341.62109OpenAlexW2007074972WikidataQ56030197 ScholiaQ56030197MaRDI QIDQ296786
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://kar.kent.ac.uk/38763/1/ShaominWu.pdf
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability, availability, maintenance, inspection in operations research (90B25)
Related Items (17)
Convergence results for patchwork copulas ⋮ An order of asymmetry in copulas, and implications for risk management ⋮ Degradation-Based Reliability Modeling of Complex Systems in Dynamic Environments ⋮ A comparison of tail dependence estimators ⋮ Testing symmetry for bivariate copulas using Bernstein polynomials ⋮ Considering greenhouse gas emissions in maintenance optimisation ⋮ Smoothed bootstrap methods for bivariate data ⋮ Copula-based reliability analysis for a parallel system with a cold standby ⋮ Evaluations of quantiles of system lifetime distributions ⋮ Rayleigh copula for describing impedance data -- with application to condition monitoring of proton exchange membrane fuel cells ⋮ Dependence properties and Bayesian inference for asymmetric multivariate copulas ⋮ Copulas, uncertainty, and false discovery rate control ⋮ A value-at-risk approach to optimisation of warranty policy ⋮ An unpunctual preventive maintenance policy under two-dimensional warranty ⋮ On an asymmetric extension of multivariate Archimedean copulas based on quadratic form ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Goodness-of-fit tests for copulas: A review and a power study
- Support vector regression for warranty claim forecasting
- Tail order and intermediate tail dependence of multivariate copulas
- Modelling total tail dependence along diagonals
- Construction of asymmetric multivariate copulas
- An introduction to copulas. Properties and applications
- Methods for the estimation of failure distributions and rates from automobile warranty data
- Measuring the subprime crisis contagion: evidence of change point analysis of copula functions
- Crisis and risk dependencies
- Ordinal Measures of Association
- Copulas: A Review and Recent Developments
- New Families of Copulas Based on Periodic Functions
This page was built for publication: Construction of asymmetric copulas and its application in two-dimensional reliability modelling