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Evolution of the Dependence of Residual Lifetimes

Durante, Fabrizio and Foschi, Rachele Evolution of the Dependence of Residual Lifetimes. In: Synergies of Soft Computing and Statistics for Intelligent Data Analysis. Advances in Intelligent Systems and Computing (190). Springer, pp. 305-312. ISBN 978-3-642-33041-4 (2013)

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We investigate the dependence properties of a vector of residual lifetimes by means of the copula associated with the conditional distribution function. In particular, the evolution of positive dependence properties (like quadrant dependence and total positivity) are analyzed and expressions for the evolution of measures of association are given.

Item Type: Book Section
Identification Number: 10.1007/978-3-642-33042-1_33
Uncontrolled Keywords: Association measures; copulas; positive dependence; residual lifetimes
Subjects: H Social Sciences > HA Statistics
Q Science > QA Mathematics
Research Area: Economics and Institutional Change
Depositing User: Ms T. Iannizzi
Date Deposited: 19 Sep 2012 10:28
Last Modified: 29 Jan 2014 10:29
URI: http://eprints.imtlucca.it/id/eprint/1368

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