New Characterizations of Multivariate Lifetime Distributions
Some well-know univariate aging classes of lifetimes distributions, such that IFR, DMRL and NBUE, have been characterized by means of properties of their quantile functions. In this work, we consider the multivariate versions of these characterizations, defining new multivariate aging classes based on properties of the multivariate u-quantiles. For it, we consider the multivariate u-quantiles introduced in OBrien (1975) and a minor modification of the notion of upper-corrected orthant introduced in Fernandez-Ponce and Suarez-Llorens (2003). New definitions of multivariate failure rate and of multivariate expected residual lifetime are given. Then, we give the definitions of different classes of multivariate lifetimes distributions, generalizing in a natural way the univariate aging classes mentioned above. Relationships between such multivariate aging classes are also investigated.
Multivariate aging notions Excess wealth function Multivariate u-quantiles Upper corrected orthants
RODRiGUEZ-GRINOLO, M. ROSARJO FERNANDEZ-PONCE, J.M GOmEZ-GOMEZ, T PINO-MEJiAS,J.L PELLEREY, F
Departamento de Ecnomia, Metodos Cuantitativos e Historia Econ6mica. Universidad Pablo de Olavide Ct Departamento de Estadfstica e I.O. Universidad de Sevilla, Sevilla, Spain Dipartamento di Matematica Politeecnico di Torino Corso Duca degli Abruzzi 24 Torino, Italy
国际会议
北京
英文
1011-1012
2011-06-20（万方平台首次上网日期，不代表论文的发表时间）