Construction of asymmetric copulas and its application in two-dimensional reliability modelling
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Cites work
- scientific article; zbMATH DE number 992990 (Why is no real title available?)
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- An introduction to copulas. Properties and applications
- Construction of asymmetric multivariate copulas
- Copulas: A Review and Recent Developments
- Correlation and dependence
- Crisis and risk dependencies
- Goodness-of-fit tests for copulas: A review and a power study
- Measuring the subprime crisis contagion: evidence of change point analysis of copula functions
- Methods for the estimation of failure distributions and rates from automobile warranty data
- Modelling total tail dependence along diagonals
- New Families of Copulas Based on Periodic Functions
- Ordinal Measures of Association
- Support vector regression for warranty claim forecasting
- Tail order and intermediate tail dependence of multivariate copulas
Cited in
(26)- Considering greenhouse gas emissions in maintenance optimisation
- Modeling the duration and size of extended attack wildfires as dependent outcomes
- Testing symmetry for bivariate copulas using Bernstein polynomials
- Convergence results for patchwork copulas
- A copula-based approach to modelling the failure process of items under two-dimensional warranty and applications
- Smoothed bootstrap methods for bivariate data
- Evaluations of quantiles of system lifetime distributions
- A comparison of tail dependence estimators
- Copula-based reliability analysis for a parallel system with a cold standby
- Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models
- Copulas, uncertainty, and false discovery rate control
- Construction of copulas for bivariate failure rates
- Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions
- Construction of asymmetric multivariate copulas
- An unpunctual preventive maintenance policy under two-dimensional warranty
- A new asymmetric class of bivariate copulas for modeling dependence
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
- Degradation-based reliability modeling of complex systems in dynamic environments
- A value-at-risk approach to optimisation of warranty policy
- Modeling currency exchange data with asymmetric copula functions
- An order of asymmetry in copulas, and implications for risk management
- Extreme dependence in investor attention and stock returns -- consequences for forecasting stock returns and measuring systemic risk
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- Asymmetric copulas and their application in design of experiments
- Rayleigh copula for describing impedance data -- with application to condition monitoring of proton exchange membrane fuel cells
- A method for constructing asymmetric pair-copula and its application
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