scientific article
From MaRDI portal
zbMath0627.62097MaRDI QIDQ3763448
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
positive dependencestochastic orderstochastic comparisonmultivariate increasing failure rate average distributionsindependent exponential random variablesweakened by failureschange of compensator functionscompensator representation of multivariate life length distributionsimprovement of components
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)
Related Items
The multivariate hazard construction, Interacting default intensity with a hidden Markov process, Pattern's reliability importance under dependence condition and different information levels, Some Extensions of Norros’ Lemma in Models with Several Defaults, A note on the exponentiality of total hazards before failure, Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study, Reducing Bias in Event Time Simulations via Measure Changes, Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model, Credit risky securities valuation under a contagion model with interacting intensities, Importance measures in reliability and mathematical programming, Filtering the histories of a partially observed marked point process, Long run proportional hazards models of random censorship, Basket CDS pricing with interacting intensities, Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems, Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals, Multivariate hazard rate orders