Bivariate aging properties under Archimedean dependence structures

DOI10.1080/03610920903199987zbMATH Open1201.62112OpenAlexW2098586500MaRDI QIDQ3058415FDOQ3058415

Publication date: 22 November 2010

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903199987

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zbMATH Keywords

Clayton copula stochastic orders IFR positive dependence orders survival copulas residual lifetimes bivariate aging

Mathematics Subject Classification ID

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

Cites Work

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Bivariate Survival Models Induced by Frailties
A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
Stochastic orders
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Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
Limiting dependence structures for tail events, with applications to credit derivatives
Copulas with truncation-invariance property
Archimedean copulae and positive dependence
Characterizations of the IFR and DFR aging notions by means of the dispersive order
Shock processes by aftereffects and multivariate lack of memory
On the preservation of copula structure under truncation
Bivariate survival models with Clayton aging functions
SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS

Cited In (22)

Extended Marshall-Olkin model and its dual version
On dispersive and star orderings of random variables and order statistics
A law of uniform seniority for dependent lives
Multivariate conditional aging intensity functions and load-sharing models
Bivariate residual entropy function: A quantile approach
Generalized Marshall-Olkin distributions and related bivariate aging properties
A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties
Dynamic dependence ordering for Archimedean copulas and distorted copulas
The dispersive effect of cross-aging with archimedean copulas
A covariance-based test for shared frailty in multivariate lifetime data
Comparisons of coherent systems under the time-transformed exponential model
On bivariate ageing properties of exchangeable Farlie-Gumbel-Morgenstern distributions
On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas
Multivariate aging with Archimedean dependence structures in high dimensions
Preservation of dependence concepts under bivariate weighted distributions
Modelling lifetimes with bivariate Schur-constant equilibrium distributions from renewal theory
Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures
Dependence for Archimedean copulas and aging properties of their generating functions
A Marshall-Olkin type multivariate model with underlying dependent shocks
Negative aging and stochastic comparisons of residual lifetimes in multivariate frailty models
Stochastic comparisons for time transformed exponential models
Archimedean-based Marshall-Olkin distributions and related dependence structures

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