A practical non-parametric copula algorithm for system reliability with correlations

DOI10.1016/j.apm.2019.05.011zbMath1481.62097OpenAlexW2945859196WikidataQ127880683 ScholiaQ127880683MaRDI QIDQ1985063

Heng Li, Fan Wang

Publication date: 7 April 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2019.05.011

zbMATH Keywords

system reliabilityKendall rank correlationSpearman rank correlationminimum information copulaPearson linear correlation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability, availability, maintenance, inspection in operations research (90B25) Reliability and life testing (62N05)

Uses Software

• AK-MCS

Cites Work

• On the construction of minimum information bivariate copula families
• An introduction to copulas.
• Probabilistic slope stability analysis by a copula-based sampling method
• Distribution modeling for reliability analysis: impact of multiple dependences and probability model selection
• Iterated nonlinear maps and Hilbert’s projective metric. II
• Minimally informative distributions with given rank correlation for use in uncertainty analysis
• Probability Theory
• Remarks on a Multivariate Transformation