Varying correlation coefficients can underestimate uncertainty in probabilistic models

Reliability Engineering and System Safety

Volumn 91, Issue 10-11, 2006, Pages 1461-1467

  Ferson, Scott ^a   Hajagos, Janos G ^a  

^a APPLIED BIOMATHEMATICS   (United States)

Author keywords

Comonotonicity; Copula; Correlation; Dependence; Functional modeling

Indexed keywords

CORRELATION METHODS; FUNCTIONAL ASSESSMENT; MECHANICAL PROPERTIES; NONLINEAR SYSTEMS; SENSITIVITY ANALYSIS; STRATEGIC PLANNING;

COMONOTONICITY; COPULA; DEPENDENCE; PHENOMENOLOGICAL APPROACH;

UNCERTAIN SYSTEMS;

EID: 33745727470     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ress.2005.11.043     Document Type: Article

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