New aging properties of the Clayton-Oakes model based on multivariate dispersion

Título inglés	New aging properties of the Clayton-Oakes model based on multivariate dispersion
Autor/es	José Pablo Arias-Nicolás ; Julio Mulero ; Olga Núñez-Barrera ; Alfonso Suárez-Llorens
Revista	1696-2281
Publicación	2010, 34 (1): 79-94
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	In this work we present a recent de?nition of Multivariate Increasing Failure Rate (MIFR) based on the concept of multivariate dispersion. This new de?nition is an extension of the univariate characterization of IFR distributions under dispersive ordering of the residual lifetimes. We apply this de?nition 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. Keywords:
Palabras clave inglés	IFR distributions, multivariate increasing failure rate, multivariate dispersion, survival copula, truncation, Clayton-Oakes model.
Acceso al artículo completo