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.

New multivariate aging notions based on the corrected orthant and the standard construction / Fernández Ponce, J. M.; Pellerey, Franco; Rodríguez Griñolo, M. R.. - In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. - ISSN 0361-0926. - STAMPA. - 45:10(2016), pp. 2958-2974. [10.1080/03610926.2014.894063]

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

PELLEREY, FRANCO;
2016

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11583/2646264
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