Comparison of hazard rates for dependent random variables

DOI10.1080/02331888.2015.1083571MaRDI QIDQ5739686zbMATH OpenOpenAlexFDO

Authors Carolina Martínez-Riquelme, Franco Pellerey, Saeed Zalzadeh, Félix Belzunce

Publication date 19 July 2016

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2015.1083571

zbMATH Keywords

copulahazard ratejoint stochastic orders

Mathematics Subject Classification ID

Reliability and life testing (62N05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)

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Cites work

• A note on allocation of portfolio shares of random assets with Archimedean copula
• A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders
• An introduction to copulas.
• Bivariate characterization of some stochastic order relations
• Characterization of optimal order of servers in a tandem queue with blocking
• Extension of the bivariate characterization for stochastic orders
• On allocation of redundant components for systems with dependent components
• On hazard rate ordering of dependent variables
• On optimal allocation of redundant components for series and parallel systems of two dependent components
• On rankings and top choices in random utility models with dependent utilities
• PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
• Permutation monotone functions of random vectors with applications in financial and actuarial risk management
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• Some new notions of dependence with applications in optimal allocation problems
• Stochastic orders
• Supermigrative semi-copulas and triangular norms

Cited in

(18)

• A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property
• Conditional precedence orders for stochastic comparison of random variables
• Residual stochastic precedence order
• Preservation of weak SAI's under increasing transformations with applications
• Ordering properties of generalized aggregation with applications
• On stochastic dependence in residual lifetime and inactivity time with some applications
• On the diversity score: a copula approach
• Joint weak hazard rate order under non-symmetric copulas
• Supermigrativity of aggregation functions
• Comparison of experiments for a class of positively dependent random variables
• A new stochastic dominance criterion for dependent random variables with applications
• Preservation of weak stochastic arrangement increasing under fixed time left-censoring
• Bounds for the hazard rate and the reversed hazard rate of the convolution of dependent random lifetimes
• Analysis of reliability systems via Gini-type index
• On joint weak reversed hazard rate order under symmetric copulas
• On the role of dependence in residual lifetimes
• Integral transformation of a copula function
• Inactivity stochastic precedence order

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