Title: Dependence properties of l-infinity spherical densities and related models
Authors: Florentina Suter - University of Bucharest and ``Gheorghe Mihoc-Caius Iacob' (Romania) [presenting]
Abstract: Spherical densities in the l-infinity norm are exchangeable densities with properties that are of interest in fields like statistical analysis of life data, or the reliability theory. Such densities functions are easy to identify and construct, and one of their property is that the $n$-dimensional density is the density of the n first epoch times of a nonhomogeneous pure birth process. They share this property with sequential order statistics and with load-sharing models from the reliability theory. The aim is to explore the dependence structure of l-infinity spherical and related models in terms of the multivariate copula, as well as some connections and applications that result from it.