Dependence for Archimedean copulas and aging properties of their generating functions
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Publication:3580490
zbMATH Open1193.62087MaRDI QIDQ3580490FDOQ3580490
Authors: Jean Avérous, Jean-Luc Dortet-Bernadet 
Publication date: 12 August 2010
Recommendations
- Dependence and order in families of Archimedean copulas
- Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
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- On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas
- Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Survival analysis and censored data (62N99)
Cited In (21)
- Construction of Archimedean copulas using total time on test transforms
- Lorenz-generated bivariate Archimedean copulas
- A law of uniform seniority for dependent lives
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
- An application of Kendall distributions and alternative dependence measures: SPX vs. VIX
- ``Weak stochastic orderings and dependence measures
- Generalisation of the Notion of an n-Increasing Function. Archimedean Copulas
- Dynamic dependence ordering for Archimedean copulas and distorted copulas
- The dispersive effect of cross-aging with archimedean copulas
- Inferring association from reliability functions: an approach based on copulas
- Ultramodularity and copulas
- On the asymptotic covariance of the multivariate empirical copula process
- On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas
- Characterizations and time-dependent association measures for bivariate Schur-constant distributions
- Supermigrative semi-copulas and triangular norms
- Modelling lifetimes with bivariate Schur-constant equilibrium distributions from renewal theory
- On tail dependence coefficients of transformed multivariate Archimedean copulas
- Orderings of coherent systems with randomized dependent components
- Stochastic comparisons for time transformed exponential models
- Total positivity of copulas from a Markov kernel perspective
- Archimedean copulas derived from utility functions
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