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 Nappo
Primo
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.
2023
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1707231
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