Dynamics of Dependence Properties for Lifetimes Influenced by Unobservable Environmental Factors

DOI10.1007/978-0-8176-4971-5_7zbMath1407.62364OpenAlexW195648208MaRDI QIDQ4562190

Rachele Foschi, Fabio L. Spizzichino

Publication date: 18 December 2018

Published in: Mathematical and Statistical Models and Methods in Reliability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-4971-5_7

zbMATH Keywords

posterior distributionsdefault contagionmultivariate stochastic orderslongitudinal observationssurvival copulas of residual lifetimes

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Reliability and life testing (62N05)

Related Items (1)

Dependence of exchangeable residual lifetimes subject to failure

Uses Software

• QRM

Cites Work

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• An introduction to copulas.
• Stochastic orders
• Stochastic comparisons of multivariate mixture models
• On stochastic orderings between distributions and their sample spacings
• Positive Dependence Properties of Conditionally Independent Random Lifetimes
• Evolution of the Dependence of Residual Lifetimes
• Life Lengths and Association: A Dynamic Approach
• Limiting dependence structures for tail events, with applications to credit derivatives

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