In the case where dependence concept is based on notions of dependence orderings for copulas, we propose a new approach to investigate the inter-relations among dependence, univariate and bivariate ageing concepts for exchangeable random variables. Such an approach allows to extend some previously known inter-relations to weak dependence concepts and to propose two indeces of univariate a bivariate ageing.
Relations between copula-based dependence and ageing. A new approach based on partial orderings for copulas / Nappo, Giovanna. - (2023).
Relations between copula-based dependence and ageing. A new approach based on partial orderings for copulas
Giovanna NappoPrimo
2023
Abstract
In the case where dependence concept is based on notions of dependence orderings for copulas, we propose a new approach to investigate the inter-relations among dependence, univariate and bivariate ageing concepts for exchangeable random variables. Such an approach allows to extend some previously known inter-relations to weak dependence concepts and to propose two indeces of univariate a bivariate ageing.File allegati a questo prodotto
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