Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
DOI10.1515/demo-2021-0119zbMath1493.62271arXiv2106.08297OpenAlexW3169362279MaRDI QIDQ2063756
Rachele Foschi, Giovanna Nappo, Fabio L. Spizzichino
Publication date: 3 January 2022
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.08297
absolute continuityArchimedean copulas\(t\)-exchangeabilitydiagonal dependencediagonal sections of survival copulasload-sharing modelsminimally stable random vectors
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On signature-based expressions of system reliability
- On copulas and their diagonals
- An introduction to copulas.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Point processes and queues. Martingale dynamics
- Marginal distributions of sequential and generalized order statistics
- A concept of generalized order statistics
- Conditions on marginals and copula of component lifetimes for signature representation of system lifetime
- Stochastic precedence and minima among dependent variables
- Frank's condition for multivariate Archimedean copulas
- System signatures and their applications in engineering reliability
- Multivariate Stochastic Orderings and Positive Dependence in Reliability Theory
- On the extension of signature-based representations for coherent systems with dependent non-exchangeable components
- On the application and extension of system signatures in engineering reliability
- The Failure and Hazard Processes in Multivariate Reliability Systems
- Order Statistics
- Distribution bounds for order statistics when eachk-tuple has the same piecewise uniform copula
- Load-Sharing Reliability Models with Different Component Sensitivities to Other Components’ Working States
- Reliability, signature, and relative quality functions of systems under time‐homogeneous load‐sharing models
- Principles of Copula Theory
This page was built for publication: Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
