New aging properties of the Clayton-Oakes model based on multivariate dispersion

In this work we present a recent definition of Multivariate Increasing Failure Rate (MIFR) based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of IFR distributions under dispersive ordering of the residual lifetimes. We apply this d...

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Detalles Bibliográficos
Autores: Arias-Nicolás, José Pablo, Mulero, Julio, Núñez-Barrera, Olga, Suárez-Llorens, Alfonso
Tipo de recurso: artículo
Fecha de publicación:2010
País:España
Institución:Universitat Autònoma de Barcelona
Repositorio:Dipòsit Digital de Documents de la UAB
Idioma:inglés
OAI Identifier:oai:ddd.uab.cat:97709
Acceso en línea:https://ddd.uab.cat/record/97709
Access Level:acceso abierto
Palabra clave:IFR distributions
Multivariate increasing failure rate
Multivariate dispersion, survival
Copula
Truncation
Clayton-Oakes model
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spelling New aging properties of the Clayton-Oakes model based on multivariate dispersionArias-Nicolás, José PabloMulero, JulioNúñez-Barrera, OlgaSuárez-Llorens, AlfonsoIFR distributionsMultivariate increasing failure rateMultivariate dispersion, survivalCopulaTruncationClayton-Oakes modelIn this work we present a recent definition of Multivariate Increasing Failure Rate (MIFR) based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of IFR distributions under dispersive ordering of the residual lifetimes. We apply this definition to the Clayton-Oakes model. In particular, we provide several conditions to order in the multivariate dispersion sense the residual lifetimes of random vectors with a dependence structure given by the Clayton-Oakes survival copula. We illustrate our results with a graphical method. 22010-01-0120102010-01-01Articlehttp://purl.org/coar/resource_type/c_6501VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfhttps://ddd.uab.cat/record/97709reponame:Dipòsit Digital de Documents de la UABinstname:Universitat Autònoma de BarcelonaInglésengopen accesshttp://purl.org/coar/access_right/c_abf2Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.https://creativecommons.org/licenses/by-nc-nd/3.0/info:eu-repo/semantics/openAccessoai:ddd.uab.cat:977092026-06-06T12:50:31Z
dc.title.none.fl_str_mv New aging properties of the Clayton-Oakes model based on multivariate dispersion
title New aging properties of the Clayton-Oakes model based on multivariate dispersion
spellingShingle New aging properties of the Clayton-Oakes model based on multivariate dispersion
Arias-Nicolás, José Pablo
IFR distributions
Multivariate increasing failure rate
Multivariate dispersion, survival
Copula
Truncation
Clayton-Oakes model
title_short New aging properties of the Clayton-Oakes model based on multivariate dispersion
title_full New aging properties of the Clayton-Oakes model based on multivariate dispersion
title_fullStr New aging properties of the Clayton-Oakes model based on multivariate dispersion
title_full_unstemmed New aging properties of the Clayton-Oakes model based on multivariate dispersion
title_sort New aging properties of the Clayton-Oakes model based on multivariate dispersion
dc.creator.none.fl_str_mv Arias-Nicolás, José Pablo
Mulero, Julio
Núñez-Barrera, Olga
Suárez-Llorens, Alfonso
author Arias-Nicolás, José Pablo
author_facet Arias-Nicolás, José Pablo
Mulero, Julio
Núñez-Barrera, Olga
Suárez-Llorens, Alfonso
author_role author
author2 Mulero, Julio
Núñez-Barrera, Olga
Suárez-Llorens, Alfonso
author2_role author
author
author
dc.subject.none.fl_str_mv IFR distributions
Multivariate increasing failure rate
Multivariate dispersion, survival
Copula
Truncation
Clayton-Oakes model
topic IFR distributions
Multivariate increasing failure rate
Multivariate dispersion, survival
Copula
Truncation
Clayton-Oakes model
description In this work we present a recent definition of Multivariate Increasing Failure Rate (MIFR) based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of IFR distributions under dispersive ordering of the residual lifetimes. We apply this definition to the Clayton-Oakes model. In particular, we provide several conditions to order in the multivariate dispersion sense the residual lifetimes of random vectors with a dependence structure given by the Clayton-Oakes survival copula. We illustrate our results with a graphical method.
publishDate 2010
dc.date.none.fl_str_mv 2
2010-01-01
2010
2010-01-01
dc.type.none.fl_str_mv Article
http://purl.org/coar/resource_type/c_6501
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://ddd.uab.cat/record/97709
url https://ddd.uab.cat/record/97709
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://creativecommons.org/licenses/by-nc-nd/3.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://creativecommons.org/licenses/by-nc-nd/3.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Dipòsit Digital de Documents de la UAB
instname:Universitat Autònoma de Barcelona
instname_str Universitat Autònoma de Barcelona
reponame_str Dipòsit Digital de Documents de la UAB
collection Dipòsit Digital de Documents de la UAB
repository.name.fl_str_mv
repository.mail.fl_str_mv
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