A characterization of the multivariate normal distribution by using the hazard gradient

DOI10.1007/BF02530550MaRDI QIDQ1768133zbMATH OpenOpenAlexFDO

Authors Jorge Navarro, José M. Ruiz

Publication date 14 March 2005

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02530550

zbMATH Keywords

failure rateHazard gradient functionleft truncated mean functionmean residual lifemultivariate normal

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

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Cites work

• A characterization of continuous multivariate distributions by conditional expectations
• A characterization of the multivariate Pareto distribution
• A note on the multivariate normal hazard
• A vector multivariate hazard rate
• Bivariate Failure Rate
• Characteristic properties of multivariate survival functions in terms of residual life distribu\-tions.
• Dynamic multivariate mean residual life functions
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• Inequalities: theory of majorization and its applications
• Monotone failure rates for multivariate distributions
• Multivariate distributions characterized by a relationship between mean residual life and hazard rate.
• Multivariate extensions of univariate life distributions
• Multivariate hazard rates and stochastic ordering
• On a characterization of the family of distributions with constant multivariate failure rates
• On the multivariate normal hazard
• Some general characterizations of the bivariate Gumbel distribution and the bivariate Lomax distribution based on truncated expectations
• Some new approaches to multivariate probability distributions
• Some new approaches to probability distributions
• The multivariate hazard gradient and moments of the truncated multinormal distribution

Cited in

(10)

• On the multivariate normal hazard
• A note on the multivariate normal hazard
• Models based on partial information about survival and hazard gradient
• Characterizations and ordering properties based on log-odds functions
• A class of continuous bivariate distributions with linear sum of hazard gradient components
• Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II
• Some characterizations of multivariate distributions using products of the hazard gradient and mean residual life components
• Characterizations of distributions using log odds rate
• Characterizations using the bivariate failure rate function
• Characterizations of Arnold and Strauss' and related bivariate exponential models

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