Dependence for Archimedean copulas and aging properties of their generating functions
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Publication:3580490
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Cited in
(22)- Supermigrative semi-copulas and triangular norms
- Generalisation of the Notion of an n-Increasing Function. Archimedean Copulas
- Lorenz-generated bivariate Archimedean copulas
- Construction of Archimedean copulas using total time on test transforms
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
- The dispersive effect of cross-aging with archimedean copulas
- Total positivity of copulas from a Markov kernel perspective
- Inferring association from reliability functions: an approach based on copulas
- Ultramodularity and copulas
- An application of Kendall distributions and alternative dependence measures: SPX vs. VIX
- Archimedean copulas derived from utility functions
- A law of uniform seniority for dependent lives
- Stochastic comparisons for time transformed exponential models
- On the asymptotic covariance of the multivariate empirical copula process
- Orderings of coherent systems with randomized dependent components
- Dynamic dependence ordering for Archimedean copulas and distorted copulas
- Modelling lifetimes with bivariate Schur-constant equilibrium distributions from renewal theory
- On tail dependence coefficients of transformed multivariate Archimedean copulas
- Archimedean-based Marshall-Olkin distributions and related dependence structures
- On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas
- ``Weak stochastic orderings and dependence measures
- Characterizations and time-dependent association measures for bivariate Schur-constant distributions
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