New aging properties of the Clayton-Oakes model based on multivariate dispersion
Tipus de documentArticle
EditorInstitut d'Estadística de Catalunya
Condicions d'accésAccés obert
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.
CitacióArias-Nicolás, José Pablo [et al.]. New aging properties of the Clayton-Oakes model based on multivariate dispersion. "SORT", 2010, vol. 34, núm. 1, p. 79-94.