Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach

Title:

Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach

Creator:

Foschi, Rachele

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:076c4928-a198-4705-af1b-b2ae6f918773
uuid:076c4928-a198-4705-af1b-b2ae6f918773

Subject:

copulas, semi-copulas, evolution of ageing and dependence, and action of a semigroup

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

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.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[96]-113

Source:

Kybernetika | 2013 Volume:49 | Number:1

Harvested from:

CDK

Metadata only:

false