Kendall distributions and level sets in bivariate exchangeable survival models
DOI10.1016/J.INS.2009.02.007zbMATH Open1171.62008OpenAlexW2151014699MaRDI QIDQ730892FDOQ730892
F. Spizzichino, Giovanna Nappo
Publication date: 1 October 2009
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2009.02.007
Recommendations
- Kendall distribution functions.
- Kendall distribution functions and associative copulas
- Bivariate survival models with Clayton aging functions
- Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
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Archimedean copulassemi-copulassurvival copulasassociative copulasbivariate aging functionsbivariate VaR-curves
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Survival analysis and censored data (62N99)
Cites Work
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- Triangular norms
- Stochastic orders
- Inequalities: theory of majorization and its applications
- Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
- Semi-copulas, capacities and families of level sets
- Title not available (Why is that?)
- Title not available (Why is that?)
- Kendall distribution functions.
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- Some properties of Schur-constant survival models and their copulas
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- Integration with respect to decomposable measures, based on a conditionally distributive semiring on the unit interval
- Kendall distribution functions and associative copulas
- Bivariate survival models with Clayton aging functions
- Distorted Copulas: Constructions and Tail Dependence
Cited In (18)
- Estimation of multivariate conditional-tail-expectation using Kendall's process
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
- Estimation of extreme quantiles conditioning on multivariate critical layers
- Estimating covariate functions associated to multivariate risks: a level set approach
- On the estimation of Pareto fronts from the point of view of copula theory
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS
- On multivariate extensions of value-at-risk
- A generalization of Archimedean and Marshall-Olkin copulas family
- On multivariate extensions of conditional-tail-expectation
- A concept of duality for multivariate exchangeable survival models
- A directional multivariate value at risk
- Semi-copulas, capacities and families of level sets
- Kendall distribution functions and associative copulas
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
- On multivariate extensions of the conditional value-at-risk measure
- A bivariate extension of three-parameter generalized crack distribution for loss severity modelling
- On a class of transformations of copulas and quasi-copulas
- Distorted Copulas: Constructions and Tail Dependence
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