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Evolution of the Dependence of Residual Lifetimes

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Synergies of Soft Computing and Statistics for Intelligent Data Analysis

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 190))

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Abstract

We investigate the dependence properties of a vector of residual lifetimes by means of the copula associated with the conditional distribution function. In particular, the evolution of positive dependence properties (like quadrant dependence and total positivity) are analyzed and expressions for the evolution of measures of association are given.

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Author information

Authors and Affiliations

  1. School of Economics and Management, Free University of Bozen-Bolzano, Bolzano, Italy

    Fabrizio Durante

  2. IMT Advanced Studies, Lucca, Italy

    Rachele Foschi

Authors
  1. Fabrizio Durante
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  2. Rachele Foschi
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Corresponding author

Correspondence to Fabrizio Durante .

Editor information

Editors and Affiliations

  1. Faculty of Computer Science, Otto-von-Guericke University of Magdebur, Geb. 29, Raum 008, Universitätsplatz 2, Magdeburg, 39106, Germany

    Rudolf Kruse

  2. , FB Informatik & Informationswissenschaft, University of Konstanz, Konstanz, 78457, Germany

    Michael R. Berthold

  3. of Magdeburg, Faculty of Computer Science, Otto-von-Guericke University, Geb. 29, Universitätsplatz 2 008, Magdeburg, 39106, Germany

    Christian Moewes

  4. , Department of Statistics and OR, University of Oviedo, C/ Calvo Sotelo, s/n, Oviedo, 33007, Spain

    María Ángeles Gil

  5. Systems Research Institute, Polish Academy of Sciences, Newelska 6, Warsaw, 01-447, Poland

    Przemysław Grzegorzewski

  6. Systems Research Institute, Polish Academy of Sciences, Newelska 6, Warsaw, 01-447, Poland

    Olgierd Hryniewicz

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Durante, F., Foschi, R. (2013). Evolution of the Dependence of Residual Lifetimes. In: Kruse, R., Berthold, M., Moewes, C., Gil, M., Grzegorzewski, P., Hryniewicz, O. (eds) Synergies of Soft Computing and Statistics for Intelligent Data Analysis. Advances in Intelligent Systems and Computing, vol 190. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33042-1_33

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  • DOI: https://doi.org/10.1007/978-3-642-33042-1_33

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-33041-4

  • Online ISBN: 978-3-642-33042-1

  • eBook Packages: EngineeringEngineering (R0)

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