Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property

DOI10.1515/DEMO-2020-0001zbMATH Open1437.60059arXiv1905.10326OpenAlexW3014111962MaRDI QIDQ2175172FDOQ2175172

F. Spizzichino, Giovanna Nappo

Publication date: 28 April 2020

Published in: Dependence Modeling (Search for Journal in Brave)

Abstract: We first review an approach that had been developed in the past years to introduce concepts of "bivariate ageing" for exchangeable lifetimes and to analyze mutual relations among stochastic dependence, univariate ageing, and bivariate ageing. A specific feature of such an approach dwells on the concept of semi-copula and in the extension, from copulas to semi-copulas, of properties of stochastic dependence. In this perspective, we aim to discuss some intricate aspects of conceptual character and to provide the readers with pertinent remarks from a Bayesian Statistics standpoint. In particular we will discuss the role of extensions of dependence properties. "Archimedean" models have an important role in the present framework. In the second part of the paper, the definitions of Kendall distribution and of Kendall equivalence classes will be extended to semi-copulas and related properties will be analyzed. On such a basis, we will consider the notion of "Pseudo-Archimedean" models and extend to them the analysis of the relations between the ageing notions of IFRA/DFRA-type and the dependence concepts of PKD/NKD.

Full work available at URL: https://arxiv.org/abs/1905.10326

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zbMATH Keywords

semi-copulasbivariate ageingpositive dependence orderingsgeneralized Kendall distributionspositive Kendall dependencepseudo-Archimedean semi-copulasSchur-costant models

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Exchangeability for stochastic processes (60G09)

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Cited In (3)

• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions
• The inverse relationship between life expectancy-induced changes in the old-age dependency ratio and the prospective old-age dependency ratio

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