scientific article

zbMath1180.60013MaRDI QIDQ3183808

Piotr Jaworski, Tomasz Rychlik

Publication date: 21 October 2009

Full work available at URL: https://eudml.org/doc/33963

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

copulaorder statisticcoherent systemexchangeable distributionabsolute continuous copulaabsolute continuous distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05) Reliability and life testing (62N05)

Related Items (17)

Unnamed Item ⋮ Multivariate shuffles and approximation of copulas ⋮ Ordinal sums: from triangular norms to bi- and multivariate copulas ⋮ Inference for accelerated bivariate dependent competing risks model based on Archimedean copulas under progressive censoring ⋮ Copulas for order statistics with prescribed margins ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations ⋮ Copulas, diagonals, and tail dependence ⋮ Multivariate copulas with hairpin support ⋮ On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators ⋮ Archimedean copulas with applications to VaR estimation ⋮ On the relationships between copulas of order statistics and marginal distributions ⋮ Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity ⋮ On copulas and their diagonals ⋮ Constructing copulas from shock models with imprecise distributions ⋮ Generating unfavourable VaR scenarios under Solvency II with patchwork copulas ⋮ Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes ⋮ Frank's condition for multivariate Archimedean copulas

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Ordinal sums and idempotents of copulas
• On copulas and their diagonals
• An introduction to copulas.
• Reliability and expectation bounds for coherent systems with exchangeable components
• A characterization of quasi-copulas
• Distributions and expectations of order statistics for possibly dependent random variables
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• On a family of copulas constructed from the diagonal section
• On uniform tail expansions of multivariate copulas and wide convergence of measures
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• On the application and extension of system signatures in engineering reliability
• On Closure of the IFR Class Under Formation of Coherent Systems
• Bounds for expectation of l-estimates for dependent samples
• Order Statistics
• Absolutely Continuous Copulas with Given Diagonal Sections

This page was built for publication: