scientific article
From MaRDI portal
Publication:3580490
zbMath1193.62087MaRDI QIDQ3580490
Jean-Luc Dortet-Bernadet, Jean Avérous
Publication date: 12 August 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Survival analysis and censored data (62N99)
Related Items (17)
Lorenz-generated bivariate Archimedean copulas ⋮ Orderings of coherent systems with randomized dependent components ⋮ ``Weak stochastic orderings and dependence measures ⋮ Supermigrative semi-copulas and triangular norms ⋮ Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property ⋮ On the asymptotic covariance of the multivariate empirical copula process ⋮ On tail dependence coefficients of transformed multivariate Archimedean copulas ⋮ Characterizations and time-dependent association measures for bivariate Schur-constant distributions ⋮ Stochastic comparisons for time transformed exponential models ⋮ Ultramodularity and copulas ⋮ Modelling lifetimes with bivariate Schur-constant equilibrium distributions from renewal theory ⋮ Inferring association from reliability functions: an approach based on copulas ⋮ An application of Kendall distributions and alternative dependence measures: SPX vs. VIX ⋮ Archimedean copulas derived from utility functions ⋮ Unnamed Item ⋮ Total positivity of copulas from a Markov kernel perspective ⋮ A law of uniform seniority for dependent lives
This page was built for publication: