A copula-based approach to account for dependence in stress-strength models

DOI10.1007/s00362-012-0463-0zbMath1307.62234OpenAlexW2080060609MaRDI QIDQ2392696

Filippo Domma, Sabrina Giordano

Publication date: 2 August 2013

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-012-0463-0

zbMATH Keywords

reliabilityKendall's tauFrank copulaFarlie-Gumbel-Morgenstern copulaBurr distributions

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Reliability and life testing (62N05)

Related Items (27)

Stress-strength reliability: a quantile approach ⋮ Stress–strength reliability estimation involving paired observation with ties using bivariate exponentiated half-logistic model ⋮ Reliability analysis for stress-strength model from a general family of truncated distributions under censored data ⋮ Estimation of stress-strength reliability using discrete phase type distribution ⋮ Kernel-based estimation of P(X < Y) when X and Y are dependent random variables based on progressive type II censoring ⋮ Stress-strength reliability with dependent variables based on copula function ⋮ Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress-strength models ⋮ Concomitants of \(m\)-generalized order statistics from generalized Farlie-Gumbel-Morgenstern distribution family ⋮ Computation and estimation of reliability for some bivariate copulas with Pareto marginals ⋮ Estimation of reliability in a multicomponent stress-strength model based on a bivariate Kumaraswamy distribution ⋮ Unnamed Item ⋮ Unnamed Item ⋮ On the copula correlation ratio and its generalization ⋮ An extension of Azzalini's method ⋮ Reliability estimation of stress-strength model using finite mixture distributions under progressively interval censoring ⋮ Unnamed Item ⋮ Reliability estimation of multicomponent stress-strength model based on copula function under progressively hybrid censoring ⋮ On the distribution of sums of random variables with copula-induced dependence ⋮ Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula ⋮ Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula ⋮ Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach ⋮ Reliability estimation of \(s\)-out-of-\(k\) system in a multicomponent stress-strength dependent model based on copula function ⋮ Stress-strength based on \(m\)-generalized order statistics and concomitant for dependent families. ⋮ Fixed-accuracy confidence interval estimation of \(P(X<Y)\) under a geometric-exponential model ⋮ Multivariate failure time distributions derived from shared frailty and copulas ⋮ Inference of reliability in a multicomponent stress-strength model under generalized progressive hybrid censoring ⋮ On the Mean Remaining Strength of thek-Out-of-n:FSystem with Exchangeable Components

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