A multivariate IFR notion based on the multivariate dispersive ordering

DOI10.1002/asmb.760zbMath1224.90048MaRDI QIDQ3077475

Olga Núñcez-Barrera, Alfonso Suárez-Llorens, J. Pablo Arias-Nicolás, Felix Belzunce

Publication date: 22 February 2011

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.760

zbMATH Keywords

truncation; generalized order statistics; survival copula; Clayton-Oakes model; increasing failure rate distribution; multivariate failure rate; multivariate dispersion

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62G30: Order statistics; empirical distribution functions

90B25: Reliability, availability, maintenance, inspection in operations research

62N05: Reliability and life testing

Related Items

Log-concavity and other concepts of bivariate increasing failure rate distributions, New multivariate orderings based on conditional distributions, A bivariate failure time model with random shocks and mixed effects, Stochastic orders and multivariate measures of risk contagion, New multivariate aging notions based on the corrected orthant and the standard construction, Multivariate Aging with Archimedean Dependence Structures in High Dimensions, Copulas with Truncation-Invariance Property

Cites Work

• Unnamed Item
• Unnamed Item
• Descriptive statistics for multivariate distributions
• A vector multivariate hazard rate
• An introduction to copulas. Properties and applications
• Multivariate dispersion orderings
• Characterizations of the IFR and DFR aging notions by means of the dispersive order
• A multivariate dispersion ordering based on quantiles more widely separated
• Multivariate aging properties of epoch times of nonhomogeneous processes
• A concept of generalized order statistics
• On multivariate dispersion orderings based on the standard construction
• Limiting dependence structures for tail events, with applications to credit derivatives
• Copulas with Truncation-Invariance Property
• A multivariate IFR class
• The Failure and Hazard Processes in Multivariate Reliability Systems
• Monotone failure rates for multivariate distributions
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS
• STOCHASTIC COMPARISONS OF GENERALIZED ORDER STATISTICS
• Multivariate Imperfect Repair
• Truncation invariant dependence structures
• Two Variability Orders
• MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE t-DISTRIBUTION
• A Multivariate Definition for Increasing Hazard Rate Distribution Functions
• Bivariate Failure Rate
• Dependence and Aging Aspects of Multivariate Survival
• On the preservation of copula structure under truncation