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. © 2013 Springer-Verlag.
Evolution of the dependence of residual lifetimes
FOSCHI, RACHELE
2013
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. © 2013 Springer-Verlag.File in questo prodotto:
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