Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach

MaRDI QIDQ4917833zbMATH OpenFDO

Authors R. Foschi

Publication date 2 May 2013

Full work available at URL http://www.kybernetika.cz/content/2013/1/96

zbMATH Keywords

copulassemi-copulasaction of a semigroupevolution of ageing and dependence

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Reliability and life testing (62N05) Inequalities; stochastic orderings (60E15)

Recommendations

• Semigroups of semi-copulas and evolution of dependence at increase of age
• Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
• scientific article; zbMATH DE number 6390863
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• Evolution of the dependence of residual lifetimes

Cites work

• scientific article; zbMATH DE number 3887879 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Aging functions and multivariate notions of NBU and IFR
• Copula and semicopula transforms
• Distorted Copulas: Constructions and Tail Dependence
• Evolution of the dependence of residual lifetimes
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• Semicopulas: characterizations and applicability
• Semicopulæ.
• Semigroups of semi-copulas and evolution of dependence at increase of age
• Supermigrative semi-copulas and triangular norms
• Threshold copulas and positive dependence

Cited in

(4)

• Semigroups of semi-copulas and evolution of dependence at increase of age
• Supermigrativity of aggregation functions
• Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components
• A family of transformed copulas with a singular component

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