๐”– Bobbio Scriptorium
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Extreme Copulas and the Comparison of Ordered Lists

โœ Scribed by B. De Schuymer; H. De Meyer; B. De baets

Publisher
Springer US
Year
2006
Tongue
English
Weight
210 KB
Volume
62
Category
Article
ISSN
0040-5833

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๐Ÿ“œ SIMILAR VOLUMES

Dependence and Order in Families of Arch
Dependence and Order in Families of Archimedean Copulas
โœ Roger B. Nelsen ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 973 KB

The copula for a bivariate distribution function H(x, y) with marginal distribution functions F (x) and G( y) is the function , where . is a convex decreasing continuous function on (0, 1] with .(1)=0. A copula has lower tail dependence if C(u, u)ร‚u converges to a constant # in (0, 1] as u ร„ 0 + ;

Comparisons of series and parallel syste
Comparisons of series and parallel systems with components sharing the same copula
โœ Jorge Navarro; Fabio Spizzichino ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 171 KB

## Abstract The paper is devoted to study stochastic comparisons of series and parallel systems with vectors of component lifetimes sharing the same copula. We show that, under some conditions on the common copula, the series system with heterogeneous components is worse than the series system with