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New multivariate aging notions based on the corrected orthant and the standard construction
- Source :
- Communications in Statistics - Theory and Methods. 45:2958-2974
- Publication Year :
- 2015
- Publisher :
- Informa UK Limited, 2015.
-
Abstract
- Recently, some well-known univariate aging classes of lifetime distributions have been characterized by means of properties of their quantile functions and excess-wealth functions. The generalization of the univariate aging notions to the multivariate case involve, among other factors, appropriate definitions of multivariate quantiles or regression representation and related notions, which are able to correctly describe the intrinsic characteristic of the concepts of aging that should be generalized. The multivariate versions of these notions, which are characterized by using the multivariate u-quantiles and the multivariate excess-wealth function, are considered in this paper. Relationships between such multivariate aging classes are studied, and examples are provided.
- Subjects :
- Statistics and Probability
Multivariate statistics
Multivariate analysis
01 natural sciences
Dependence notions
010104 statistics & probability
Corrected survival functions
Upper-corrected orthants
Multivariate analysis of variance
0502 economics and business
Statistics
Econometrics
Statistics::Methodology
Multivariate t-distribution
0101 mathematics
050205 econometrics
Mathematics
05 social sciences
Univariate
Orthant
Excess-wealth function
Multivariate aging notions
Multivariate u-quantiles
Multivariate stable distribution
Quantile
Subjects
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 45
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi.dedup.....3490db607bd24d176cb0db3d2471e4c4
- Full Text :
- https://doi.org/10.1080/03610926.2014.894063