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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Official URL: http://dx.doi.org/10.1007/978-3-642-33042-1_33
Abstract
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 |
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| Identification Number: | https://doi.org/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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