Bivariate aging notions for a vector X of lifetimes based on stochastic comparisons between X and X_t , where X_t is the multivariate residual lifetime after time t > 0, have been studied in Pellerey (2008) under the assumption that the dependence structure in X is described by an Archimedean survival copula. Similar stochastic comparisons between X_t and X_t+s , for all t s > 0, were considered in Mulero and Pellerey (2010). In this article, these results are generalized and extended to the multivariate case. Two illustrative examples are also provided.
Multivariate Aging and Archimedean Dependence Structures in High Dimensions / Rezapour, M.; Alamatsaz, M. H.; Pellerey, Franco. - In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. - ISSN 0361-0926. - 42:(2013), pp. 2056-2070. [10.1080/03610926.2011.602493]
Multivariate Aging and Archimedean Dependence Structures in High Dimensions
PELLEREY, FRANCO
2013
Abstract
Bivariate aging notions for a vector X of lifetimes based on stochastic comparisons between X and X_t , where X_t is the multivariate residual lifetime after time t > 0, have been studied in Pellerey (2008) under the assumption that the dependence structure in X is described by an Archimedean survival copula. Similar stochastic comparisons between X_t and X_t+s , for all t s > 0, were considered in Mulero and Pellerey (2010). In this article, these results are generalized and extended to the multivariate case. Two illustrative examples are also provided.File | Dimensione | Formato | |
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https://hdl.handle.net/11583/2428581
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