Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes

DOI10.1515/demo-2021-0119zbMath1493.62271arXiv2106.08297OpenAlexW3169362279MaRDI QIDQ2063756

Rachele Foschi, Giovanna Nappo, Fabio L. Spizzichino

Publication date: 3 January 2022

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.08297

zbMATH Keywords

absolute continuityArchimedean copulas\(t\)-exchangeabilitydiagonal dependencediagonal sections of survival copulasload-sharing modelsminimally stable random vectors

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)

Related Items (2)

Construction of aggregation paradoxes through load-sharing models ⋮ Multivariate conditional aging intensity functions and load-sharing models

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