For a given bivariate survival function F, we study the relations between the set of the level curves of (F) over bar and the Kendall distribution. Then we characterize the survival models simultaneously admitting a specified Kendall distribution and a specified set of level curves. Attention will be restricted to exchangeable survival models. (C) 2009 Elsevier Inc. All rights reserved.

Kendall distributions and level sets in bivariate exchangeable survival models / Nappo, Giovanna; Spizzichino, Fabio. - In: INFORMATION SCIENCES. - ISSN 0020-0255. - STAMPA. - 179:17(2009), pp. 2878-2890. (Intervento presentato al convegno 9th International Conference on Fuzzy Sets Theory and Applications tenutosi a Liptovsky Jan, SLOVAKIA nel FEB 04-08, 2008) [10.1016/j.ins.2009.02.007].

Kendall distributions and level sets in bivariate exchangeable survival models

NAPPO, Giovanna;SPIZZICHINO, Fabio
2009

Abstract

For a given bivariate survival function F, we study the relations between the set of the level curves of (F) over bar and the Kendall distribution. Then we characterize the survival models simultaneously admitting a specified Kendall distribution and a specified set of level curves. Attention will be restricted to exchangeable survival models. (C) 2009 Elsevier Inc. All rights reserved.
2009
archimedean copulas; associative copulas; bivariate aging functions; bivariate var-curves; semi-copulas; survival copulas
01 Pubblicazione su rivista::01a Articolo in rivista
Kendall distributions and level sets in bivariate exchangeable survival models / Nappo, Giovanna; Spizzichino, Fabio. - In: INFORMATION SCIENCES. - ISSN 0020-0255. - STAMPA. - 179:17(2009), pp. 2878-2890. (Intervento presentato al convegno 9th International Conference on Fuzzy Sets Theory and Applications tenutosi a Liptovsky Jan, SLOVAKIA nel FEB 04-08, 2008) [10.1016/j.ins.2009.02.007].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/227251
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