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...
| Authors: | ; ; ; |
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| Format: | Article |
| Publication date: | 2010 |
| Country: | España |
| Institution: | Universitat Autònoma de Barcelona |
| Repository: | Dipòsit Digital de Documents de la UAB |
| Language: | English |
| OAI Identifier: | oai:ddd.uab.cat:97709 |
| Online Access: | https://ddd.uab.cat/record/97709 |
| Access Level: | Open access |
| Keyword: | IFR distributions Multivariate increasing failure rate Multivariate dispersion, survival Copula Truncation Clayton-Oakes model |
| Summary: | 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. |
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