A Multivariate Survival Distribution Generated by an Inverse Gaussian Mixture of Exponentials

DOI10.2307/1269006zbMath0717.62048OpenAlexW2040104337MaRDI QIDQ5748757

Mei-Ling Ting Lee, George A. Whitmore

Publication date: 1991

Full work available at URL: https://doi.org/10.2307/1269006

zbMATH Keywords

simulationmaximum likelihood estimationPoisson processposterior distributionposterior predictive distributionjoint momentsmodel adequacytotal positive dependence of order 2shrinkage estimatesmultivariate survival distributionexponential hazard rateinverse Gaussian mixture of exponential distributionsmonotonicty properties of hazard rates

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Point estimation (62F10) Bayesian inference (62F15) Reliability and life testing (62N05)

Related Items (22)

Modelling losses using an exponential-inverse Gaussian distribution ⋮ Analysis of censored correlated observations ⋮ Association measures for durations in bivariate hazard rate models ⋮ Properties of an inverse Gaussian mixture of bivariate exponential distribution and its generalization ⋮ A Weibull-based score test for heterogeneity ⋮ Stochastic comparisons for the number of working components of a system in random environment ⋮ Moments of inverted scale mixtures ⋮ Generating moments of exponential scale mixtures ⋮ On a system of nonhomogeneous components sharing a common frailty ⋮ Estimating guaranteed lifetimes of systems in a random environment ⋮ Mortality modeling under stochastic frailty ⋮ Testing for independence in a competing risks model ⋮ Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies ⋮ Influence of random effects on bivariate and trivariate survival models ⋮ A Class of Improved Estimators for the Scale Parameter of a Mixture Model of Exponential Distribution with Unknown Location ⋮ Estimation of location extremes within general families of scale mixtures ⋮ AGGREGATION OF DEPENDENT RISKS IN MIXTURES OF EXPONENTIAL DISTRIBUTIONS AND EXTENSIONS ⋮ Comparing Location Estimators for Exponential Mixtures Under Pitman's Measure of Closeness ⋮ Multivariate failure models generated by random environments: A unified approach ⋮ Ageing Characteristics of the Weibull Mixtures ⋮ Multivariate failure time distributions derived from shared frailty and copulas ⋮ The construction of a quadratic predictor of the discounted renewal claims with dependence

This page was built for publication: A Multivariate Survival Distribution Generated by an Inverse Gaussian Mixture of Exponentials