Random vectors with HNBUE-type marginal distributions

DOI10.1016/S0167-7152(00)00102-4MaRDI QIDQ1591165zbMATH OpenFDO

Authors Franco Pellerey

Publication date 2 May 2001

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

portfolio theoryconvergence in lawstochastic ordersmoment convergenceageing notionsHNBUEmultivariate life distributionsnonparametric life distribution classes

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Nonparametric inference (62G99) Survival analysis and censored data (62N99)

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Cites work

• scientific article; zbMATH DE number 3810718 (Why is no real title available?)
• scientific article; zbMATH DE number 3181396 (Why is no real title available?)
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 502871 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A class of multivariate new better than used distributions
• A useful ageing property based on the Laplace transform
• On weak convergence within a Lorenz ordering family of distributions
• On weak convergence within a family of life distributions
• On weak convergence within the hnbue family of life distributions
• PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
• Some results involving HNBUE distributions
• The hnbue and hnwue classes of life distributions

Cited in

(7)

• Stochastic orders in time transformed exponential models with applications
• Modeling of Discrete HNBUE Class with Hypothesis Testing Application
• On a risk measure inspired from the ruin probability and the expected deficit at ruin
• Some properties of ageing notions based on the moment-generating-function order
• On testing the dilation order and HNBUE alternatives
• Stochastic comparisons for time transformed exponential models
• The preservation of classes of discrete distributions under convolution and mixing

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