Name
Abstract | ||
|---|---|---|
We provide exact formulas about the survival copula of an exchangeable random vector of residual lifetimes when some of the components have failed. Specific computations are carried out in the case of Archimedean copulas and the evolution of dependence after successive failures of some components is shown numerically via measures of association. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1016/j.amc.2014.02.069 | Applied Mathematics and Computation |
Keywords | Field | DocType |
Copula,Dependence,Lifetime,Survival analysis,Risk Models | Residual,Mathematical optimization,Copula (linguistics),Computational mathematics,Multivariate random variable,Correlation and dependence,Mathematics,Computation | Journal |
Volume | ISSN | Citations |
235 | 0096-3003 | 1 |
PageRank | References | Authors |
0.36 | 9 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| Rachele Foschi | 2 | 18 | 4.00 |