Joint weak hazard rate order under non-symmetric copulas

DOI10.1515/DEMO-2016-0010zbMath1375.60058OpenAlexW2529733044MaRDI QIDQ325001

Franco Pellerey, Fabio L. Spizzichino

Publication date: 17 October 2016

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2016-0010

zbMATH Keywords

copulasstochastic ordersdependence notionsgeneralized supermigrativity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Reliability and life testing (62N05)

Related Items (4)

RESIDUAL STOCHASTIC PRECEDENCE ORDER ⋮ Inactivity stochastic precedence order ⋮ Preservation of weak SAI's under increasing transformations with applications ⋮ Supermigrativity of aggregation functions

Uses Software

• QRM

Cites Work

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