Evolution of the dependence of residual lifetimes

Fabrizio Durante; Rachele Foschi

doi:10.1007/978-3-642-33042-1 33

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Evolution of the dependence of residual lifetimes

Book chapter

Peer reviewed

Evolution of the dependence of residual lifetimes

Fabrizio Durante and Rachele Foschi

Synergies of soft computing and statistics for intelligent data analysis, Vol.190, pp.305-312

Advances in Intelligent Systems and Computing, 190, Springer

2013

DOI: https://doi.org/10.1007/978-3-642-33042-1 33

Handle:

https://hdl.handle.net/10863/10693

Abstract

Quantitative methods and economic modeling

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.

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Details

Title: Evolution of the dependence of residual lifetimes
Creators: Fabrizio Durante
Rachele Foschi
Publication Details: Synergies of soft computing and statistics for intelligent data analysis, Vol.190, pp.305-312
Editor(s): Kruse R, Berthold MR, Moewes C, Gil MA, Grzegorzewski P, Hryniewicz O
ISBN: 978-3-642-33041-4
EISBN: 978-3-642-33042-1
ISSN: 2194-5357
EISSN: 2194-5365
Series / Volume: Advances in Intelligent Systems and Computing
190
Publisher: Springer
Berlin, Heidelberg
Number of pages: 8
Identifiers: 978-3-642-33041-4
(UNIBZ)1104620
991005772626601241
Web of Science ID: 000312969600033
Scopus ID: 2-s2.0-84870728213
Academic Unit: Faculty of Economics and Management
Language: English
Resource Type: Book chapter
Author Names String: Durante F, Foschi R
Additional Description: srcEditors: Kruse R, Berthold MR, Moewes C, Gil MA, Grzegorzewski P, Hryniewicz O
Projected: 3279
unibz-area: Quantitative methods and economic modeling

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