Evolution of the Dependence of Residual Lifetimes

被引：0

作者：

Durante, Fabrizio ^{[1
]}

Foschi, Rachele ^{[2
]}

机构：

[1] Free Univ Bozen Bolzano, Sch Econ & Management, Bolzano, Italy

[2] IMT Adv Studies, Lucca, Italy

来源：

SYNERGIES OF SOFT COMPUTING AND STATISTICS FOR INTELLIGENT DATA ANALYSIS | 2013年 / 190卷

关键词：

Association measures; copulas; positive dependence; residual lifetimes;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

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.

引用

页码：305 / +

页数：3

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