New multivariate aging notions based on the corrected orthant and the standard construction
DOI10.1080/03610926.2014.894063zbMath1386.60082OpenAlexW2313848376MaRDI QIDQ2815978
J. M. Fernández-Ponce, Franco Pellery, M. R. Rodríguez-Griñolo
Publication date: 30 June 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.894063
dependence notionsexcess-wealth functioncorrected survival functionsmultivariate \(\mathbf{u}\)-quantilesmultivariate aging notionsupper-corrected orthants
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05) Distribution theory (60E99)
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