Shock models with dependence and asymmetric linkages
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Publication:2398074
DOI10.1016/J.FSS.2016.09.006zbMATH Open1368.62127OpenAlexW2520172259MaRDI QIDQ2398074FDOQ2398074
Nina Ružić, Fabrizio Durante, M. Omladič, Lovrenc Oražem
Publication date: 15 August 2017
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2016.09.006
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Cited In (11)
- Modeling systems with two dependent components under bivariate shock models
- On some properties of reflected maxmin copulas
- Singular components of shock model copulas
- Non-exchangeability of copulas arising from shock models
- Reflected maxmin copulas and modeling quadrant subindependence
- Extreme generators of shock induced copulas
- Constructing copulas from shock models with imprecise distributions
- Asymmetric linkages: maxmin vs. reflected maxmin copulas
- On structural properties of an asymmetric copula family and its statistical implication
- Some multivariate imprecise shock model copulas
- On history-dependent shock models
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