On sums of dependent random lifetimes under the time-transformed exponential model

DOI10.1007/S11749-022-00805-2MaRDI QIDQ2677121zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 13 January 2023

Published in Test (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11749-022-00805-2

zbMATH Keywords

C-convolutionconfidence bandsdependence modelsdistorted distributionsquantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Reliability and life testing (62N05)

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Cites work

• A law of uniform seniority for dependent lives
• An introduction to copulas.
• Bivariate box plots based on quantile regression curves
• Comparisons of coherent systems under the time-transformed exponential model
• Convolution copula econometrics
• COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS
• Distortion representations of multivariate distributions
• Hazard rate ordering of order statistics and systems
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• On the distribution of the (un)bounded sum of random variables
• Prediction of record values by using quantile regression curves and distortion functions
• Quantile regression.
• Regression Quantiles
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• Stochastic comparisons and bounds for conditional distributions by using copula properties
• Stochastic comparisons for time transformed exponential models
• Stochastic monotonicity of dependent variables given their sum
• Stochastic ordering properties for systems with dependent identically distributed components
• The Dual Theory of Choice under Risk
• The limiting failure rate for a convolution of life distributions

Cited in

(1)

• Inferring Bayesian ageing notions of bivariate distributions from univariate ageing

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