Dependence of exchangeable residual lifetimes subject to failure
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...
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| Veröffentlicht in: | Applied mathematics and computation 2014-05, Vol.235, p.502-511 |
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| container_title | Applied mathematics and computation |
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| creator | Durante, Fabrizio Foschi, Rachele |
| description | 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. |
| doi_str_mv | 10.1016/j.amc.2014.02.069 |
| format | Article |
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| fulltext | fulltext |
| identifier | ISSN: 0096-3003 |
| ispartof | Applied mathematics and computation, 2014-05, Vol.235, p.502-511 |
| issn | 0096-3003 1873-5649 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_1551044286 |
| source | ScienceDirect Journals (5 years ago - present) |
| subjects | Computation Copula Dependence Evolution Exchange Failure Lifetime Mathematical analysis Mathematical models Risk Models Survival Survival analysis Vectors (mathematics) |
| title | Dependence of exchangeable residual lifetimes subject to failure |
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