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

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