| Title:
|
Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach (English) |
| Author:
|
Foschi, Rachele |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
49 |
| Issue:
|
1 |
| Year:
|
2013 |
| Pages:
|
96-113 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
copulas |
| Keyword:
|
semi-copulas |
| Keyword:
|
evolution of ageing and dependence |
| Keyword:
|
action of a semigroup |
| MSC:
|
37L05 |
| MSC:
|
60E15 |
| MSC:
|
62N05 |
| . |
| Date available:
|
2013-03-05T15:09:22Z |
| Last updated:
|
2013-07-31 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/143242 |
| . |
| Reference:
|
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| Reference:
|
[2] Bassan, B., Spizzichino, F.: On some properties of dependence and aging for residual lifetimes in the exchangeable case..In: Mathematical and Statistical Methods in Reliability (Trondheim, 2002), Series on Quality, Reliability and Engineering Statistics, vol. 7, World Scientific Publishing, River Edge, NJ 2003, pp. 235-249. MR 2031077 |
| Reference:
|
[3] Bassan, B., Spizzichino, F.: Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes..J. Multivariate Anal. 93 (2005), 2, 313-339. Zbl 1070.60015, MR 2162641, 10.1016/j.jmva.2004.04.002 |
| Reference:
|
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| Reference:
|
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| Reference:
|
[6] Durante, F., Foschi, R., Spizzichino, F.: Ageing functions and multivariate notions of NBU and IFR..Probab. Engrg. Inform. Sci. 24 (2010), 2, 263-278. MR 2602143, 10.1017/S026996480999026X |
| Reference:
|
[7] Durante, F., Ricci, R. Ghiselli: Supermigrative copulas and positive dependence..Adv. in Statist. Anal. 96 (2012), 327-342. MR 2956371, 10.1007/s10182-011-0165-2 |
| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
|
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| . |
