A bivariate failure time model with random shocks and mixed effects

DOI10.1016/j.jmva.2016.09.008zbMath1354.60110OpenAlexW2519430071MaRDI QIDQ2374398

Hai Ha Pham, Sophie Bloch-Mercier

Publication date: 15 December 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.09.008

zbMATH Keywords

reliabilitystochastic ordermaximum likelihood estimatorPoisson processhazard rate processmultivariate total positivitypositive dependence propertiesbivariate failure time model

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30) Reliability, availability, maintenance, inspection in operations research (90B25) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

Min-infinite divisibility of the bivariate Marshall–Olkin copulas ⋮ Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications ⋮ A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process ⋮ Stochastic comparisons of lifetimes of fail-safe systems with dependent and heterogeneous components under random shocks ⋮ Reliability analysis under Marshall-Olkin run shock model ⋮ A general multivariate new better than used (MNBU) distribution and its properties ⋮ A new class of survival distribution for degradation processes subject to shocks

Uses Software

• CopulaModel

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A random shock model with mixed effect, including competing soft and sudden failures, and dependence
• Generalized Marshall-Olkin distributions and related bivariate aging properties
• On a stochastic survival model for a system under randomly variable environment
• Stochastic orders
• Shock and damage models in reliability theory
• Survival in dynamic environments
• Bivariate generalized exponential distribution
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• A class of multivariate new better than used distributions
• Multivariate shock models for distributions with increasing hazard rate average
• Laplace transform ordering of actuarial quantities.
• Multivariate hazard rate orders
• ML estimation for multivariate shock models via an EM algorithm
• Stochastic modeling for reliability. Shocks, burn-in and heterogeneous populations
• Multivariate extension of modified Sarhan-Balakrishnan bivariate distribution
• A reliability model for multivariate exponential distributions
• Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
• Weighted Marshall–Olkin bivariate exponential distribution
• A Stochastic Failure Model with Dependent Competing Risks and its Applications to Condition-Based Maintenance
• Probability and Stochastics
• A multivariate IFR notion based on the multivariate dispersive ordering
• Dependence Modeling with Copulas
• On a new multivariate IFR ageing notion based on the standard construction
• A Multivariate Exponential Distribution
• Periodic replacement model for a parallel system subject to independent and common cause shock failures
• Stochastic bounds and dependence properties of survival times in a multicomponent shock model

This page was built for publication: A bivariate failure time model with random shocks and mixed effects