Evolution of the Dependence of Residual Lifetimes

DOI10.1007/978-3-642-33042-1_33zbMath1341.62157OpenAlexW83414472MaRDI QIDQ2805801

Rachele Foschi, Fabrizio Durante

Publication date: 13 May 2016

Published in: Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Search for Journal in Brave)

Full work available at URL: http://eprints.imtlucca.it/1368/1/Durante_Foschi_SMPS2012.pdf

zbMATH Keywords

positive dependencecopulasassociation measuresresidual lifetimes

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

Dependence of exchangeable residual lifetimes subject to failure ⋮ Dynamics of Dependence Properties for Lifetimes Influenced by Unobservable Environmental Factors ⋮ On \(k\)-out-of-\(n\) systems with homogeneous components and one independent cold standby redundancy ⋮ Unnamed Item

Cites Work

• Invariant dependence structures and Archimedean copulas
• An introduction to copulas.
• Semilinear copulas
• Threshold copulas and positive dependence
• Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
• On nonparametric measures of dependence for random variables
• Invariant dependence structure under univariate truncation
• Limiting dependence structures for tail events, with applications to credit derivatives
• A continuous general multivariate distribution and its properties
• A new class of symmetric bivariate copulas

This page was built for publication: Evolution of the Dependence of Residual Lifetimes