Vine copula constructions of higher-dimensional dependent reliability systems

DOI10.1080/03610926.2016.1205620zbMath1377.62139OpenAlexW2516383539MaRDI QIDQ4588900

Zhongping Li, Jingyuan Shen, Xujie Jia, Liying Wang

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

copuladimensionality reductionmultivariate distributionC-vine and D-vinecascade of bivariate copulasmultiple dependent reliability system

Mathematics Subject Classification ID

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

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