New multivariate aging notions based on the corrected orthant and the standard construction

作者：Fernandez Ponce J M; Pellery F; Rodriguez Grinolo M R^*

来源：Communications in Statistics - Theory and Methods, 2016, 45(10): 2958-2974.

DOI：10.1080/03610926.2014.894063

• Corrected survival functions
• Dependence notions
• Excess-wealth function
• Multivariate aging notions
• Multivariate u-quantiles
• Upper-corrected orthants

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.

• 出版日期2016