Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes (Q1776873)
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English | Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes |
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Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes (English)
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12 May 2005
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For bivariate exchangeable distribution functions, the authors analyze the relations among some notions of bivariate aging, of univariate aging (of the common marginals), and of bivariate dependence. A natural tool for the analysis is the notion of semicopula. As examples, the authors characterize the Schur-concavity of the corresponding bivariate exchangeable survival function, and the IFR property of the (common) marginals. Archimedean survival copulae are studied in some detail.
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