Vine copula constructions of higher-dimensional dependent reliability systems

DOI10.1080/03610926.2016.1205620MaRDI QIDQ4588900zbMATH OpenOpenAlexFDO

Authors Xujie Jia, Jingyuan Shen, Liying Wang, Zhongping Li

Publication date 3 November 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1205620

zbMATH Keywords

C-vine and D-vinecascade of bivariate copulascopuladimensionality reductionmultiple dependent reliability systemmultivariate distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Reliability and life testing (62N05)

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Cited in

(1)

• Detecting and modeling critical dependence structures between random inputs of computer models

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