On a new class of multivariate prior distributions: theory and application in reliability

DOI10.1214/19-BA1191zbMath1475.62166OpenAlexW2995737118MaRDI QIDQ2057367

Fabrizio Ruggeri, Marta Sánchez-Sánchez, Miguel A. Sordo, Alfonso Suárez-Llorens

Publication date: 6 December 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1576832522

zbMATH Keywords

stochastic ordersweighted distributionsBayesian sensitivityrobust Bayesian analysisclass of priorsmultivariate total positivity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35) Reliability and life testing (62N05)

Related Items

On a class of prior distributions that accounts for uncertainty in the data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems
• New classes of priors based on stochastic orders and distortion functions
• Characterizations of bivariate models using dynamic Kullback-Leibler discrimination measures
• Weighted premium calculation principles
• A class of weighted multivariate normal distributions and its properties
• Preservation of classes of life distributions under weighting with a general weight function
• Optimal actions in problems with convex loss functions
• Actuarial risk measures for financial derivative pricing
• Statistical decision theory and Bayesian analysis. 2nd ed
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Unbiasedness of invariant tests for MANOVA and other multivariate problems
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Classes of orderings of measures and related correlation inequalities. II. Multivariate reverse rule distributions
• Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities
• Some weighted distribution results on univariate and bivariate cases
• Some aspects of Bayesian loss-robustness
• Robust Bayesian analysis under generalized moments conditions
• An overview of robust Bayesian analysis. (With discussion)
• Some probability inequalities for ordered MTP\(_2\) random variables: a proof of the Simes conjecture
• Insurance pricing and increased limits ratemaking by proportional hazards transforms
• Advances in Bayesian decision making in reliability
• Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
• Generalizing Simes' test and Hochberg's stepup procedure
• On modeling change points in non-homogeneous Poisson processes
• Total positivity order and the normal distribution
• Bayesian model robustness via disparities
• Multivariate majorization and rearrangement inequalities with some applications to probability and statistics
• On the distortion of a copula and its margins
• Bayesian Analysis of Stochastic Process Models
• Probability Inequalities for Multivariate Distributions with Dependence Structures
• Multivariate weighted distributions: a review and some extensions
• Subjective Probability and Expected Utility without Additivity
• The effect of variability in the GI/G/s queue
• Minimizing a Submodular Function on a Lattice
• On multivariate weighted distributions
• An application of theMTP2 property on bounds on system reliability
• The Simes Method for Multiple Hypothesis Testing With Positively Dependent Test Statistics
• A general minimal repair model
• DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS
• The Dual Theory of Choice under Risk
• On Choosing and Bounding Probability Metrics
• Using Expert Opinions in Bayesian Prediction of Component Lifetimes in a Shock Model
• On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions
• The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions
• Association of Random Variables, with Applications
• Global Bayesian Robustness for Some Classes of Prior Distributions
• On the Use of the Concentration Function in Bayesian Robustness
• An Inequality for Rearrangements
• Robust Bayesian analysis