Construction of asymmetric copulas and its application in two-dimensional reliability modelling
DOI10.1016/J.EJOR.2014.03.016zbMATH Open1341.62109DBLPjournals/eor/Wu14aOpenAlexW2007074972WikidataQ56030197 ScholiaQ56030197MaRDI QIDQ296786FDOQ296786
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://kar.kent.ac.uk/38763/1/ShaominWu.pdf
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability, availability, maintenance, inspection in operations research (90B25)
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Cited In (22)
- A copula-based approach to modelling the failure process of items under two-dimensional warranty and applications
- Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions
- Testing symmetry for bivariate copulas using Bernstein polynomials
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- A comparison of tail dependence estimators
- Copulas, uncertainty, and false discovery rate control
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk
- Rayleigh copula for describing impedance data -- with application to condition monitoring of proton exchange membrane fuel cells
- Considering greenhouse gas emissions in maintenance optimisation
- A value-at-risk approach to optimisation of warranty policy
- On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
- Copula-based reliability analysis for a parallel system with a cold standby
- An unpunctual preventive maintenance policy under two-dimensional warranty
- Asymmetric Copulas and Their Application in Design of Experiments
- An order of asymmetry in copulas, and implications for risk management
- Modeling the duration and size of extended attack wildfires as dependent outcomes
- Smoothed bootstrap methods for bivariate data
- Modeling currency exchange data with asymmetric copula functions
- Construction of copulas for bivariate failure rates
- Convergence results for patchwork copulas
- Evaluations of quantiles of system lifetime distributions
- Degradation-Based Reliability Modeling of Complex Systems in Dynamic Environments
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