eprintid: 1431
rev_number: 12
eprint_status: archive
userid: 19
dir: disk0/00/00/14/31
datestamp: 2012-11-27 13:44:26
lastmod: 2014-01-29 14:36:24
status_changed: 2012-11-27 13:44:26
type: article
metadata_visibility: show
creators_name: Foschi, Rachele
creators_id: rachele.foschi@imtlucca.it
title: Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach
ispublished: pub
subjects: QA
divisions: EIC
full_text_status: public
keywords: Keywords: copulas, semi-copulas, evolution of ageing and dependence, action of a semigroup. Classification: 62N05, 60E15, 37L05
abstract: In previous papers, evolution of dependence and ageing, for vectors of non-negative random variables, have been separately considered. Some analogies between the two evolutions emerge however in those studies. In the present paper, we propose a unified approach, based on semigroup arguments, explaining the origin of such analogies and relations among properties of stochastic dependence and ageing.

date: 2013
date_type: published
publication: Kybernetika
volume: 49
number: 1
publisher: Institute of Information Theory and Automation of the ASCR
pagerange: 96-113
refereed: TRUE
issn: 0023-5954
official_url: http://www.kybernetika.cz/content/2013/1/96
citation:   Foschi, Rachele  Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach.  Kybernetika, 49 (1).  pp. 96-113.  ISSN 0023-5954      (2013)  
document_url: http://eprints.imtlucca.it/1431/1/FoschiKyb.pdf