Comparison of hazard rates for dependent random variables
From MaRDI portal
Publication:5739686
DOI10.1080/02331888.2015.1083571zbMath1359.62428OpenAlexW2419480997MaRDI QIDQ5739686
Carolina Martínez-Riquelme, Saeed Zalzadeh, Franco Pellerey, Felix Belzunce
Publication date: 19 July 2016
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2015.1083571
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)
Related Items (15)
On the diversity score: a copula approach ⋮ RESIDUAL STOCHASTIC PRECEDENCE ORDER ⋮ Joint weak hazard rate order under non-symmetric copulas ⋮ Inactivity stochastic precedence order ⋮ A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property ⋮ Preservation of weak stochastic arrangement increasing under fixed time left-censoring ⋮ A new stochastic dominance criterion for dependent random variables with applications ⋮ Analysis of reliability systems via Gini-type index ⋮ Integral transformation of a copula function ⋮ On joint weak reversed hazard rate order under symmetric copulas ⋮ On stochastic dependence in residual lifetime and inactivity time with some applications ⋮ Preservation of weak SAI's under increasing transformations with applications ⋮ Supermigrativity of aggregation functions ⋮ On the role of dependence in residual lifetimes ⋮ Conditional precedence orders for stochastic comparison of random variables
Cites Work
- On optimal allocation of redundant components for series and parallel systems of two dependent components
- Some new notions of dependence with applications in optimal allocation problems
- On rankings and top choices in random utility models with dependent utilities
- An introduction to copulas.
- Stochastic orders
- Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
- A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders
- On allocation of redundant components for systems with dependent components
- Supermigrative semi-copulas and triangular norms
- A note on allocation of portfolio shares of random assets with Archimedean copula
- Characterization of optimal order of servers in a tandem queue with blocking
- Bivariate characterization of some stochastic order relations
- Extension of the bivariate characterization for stochastic orders
- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management
- On hazard rate ordering of dependent variables
This page was built for publication: Comparison of hazard rates for dependent random variables