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Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications

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  • Li, Xiaohu
  • Da, Gaofeng

Abstract

This paper studies the multivariate mixed proportional reversed hazard rate model having dependent mixing variables. Stochastic comparison as well as aging properties in this model are investigated, and stochastic monotone properties of the population vector with respect to the mixing vector are also discussed. Moreover, MTP2 dependence among the mixing vectors is proved to imply the increasingness of the reversed hazard rate with respect to the baseline one. Finally, some interesting applications are presented as well.

Suggested Citation

  • Li, Xiaohu & Da, Gaofeng, 2010. "Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 1016-1025, April.
    • Handle: RePEc:eee:jmvana:v:101:y:2010:i:4:p:1016-1025
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    References listed on IDEAS

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    1. Crescenzo, Antonio Di, 2000. "Some results on the proportional reversed hazards model," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 313-321, December.
    2. Hu, Taizhong & Khaledi, Baha-Eldin & Shaked, Moshe, 2003. "Multivariate hazard rate orders," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 173-189, January.
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    5. Belzunce, Félix & Mercader, José-Angel & Ruiz, José-María & Spizzichino, Fabio, 2009. "Stochastic comparisons of multivariate mixture models," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1657-1669, September.
    6. Baha-Eldin Khaledi & Subhash Kochar, 2001. "Dependence Properties of Multivariate Mixture Distributions and Their Applications," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 620-630, September.
    7. P. Sankaran & V. Gleeja, 2008. "Proportional reversed hazard and frailty models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(3), pages 333-342, November.
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    Cited by:

    1. Neeraj Misra & Jisha Francis, 2020. "Relative ageing in frailty and resilience models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(2), pages 171-196, February.
    2. Khaledi, Baha-Eldin & Shaked, Moshe, 2010. "Stochastic comparisons of multivariate mixtures," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2486-2498, November.
    3. Li, Xiaohu & Fang, Rui, 2015. "Ordering properties of order statistics from random variables of Archimedean copulas with applications," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 304-320.
    4. Asadi, Majid & Ebrahimi, Nader & Soofi, Ehsan S., 2018. "Optimal hazard models based on partial information," European Journal of Operational Research, Elsevier, vol. 270(2), pages 723-733.
    5. Balakrishnan, Narayanaswamy & Barmalzan, Ghobad & Haidari, Abedin, 2016. "Multivariate stochastic comparisons of multivariate mixture models and their applications," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 37-43.
    6. Badía, F.G. & Sangüesa, C. & Cha, J.H., 2014. "Stochastic comparison of multivariate conditionally dependent mixtures," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 82-94.
    7. Francesco Buono & Emilio Santis & Maria Longobardi & Fabio Spizzichino, 2022. "Multivariate Reversed Hazard Rates and Inactivity Times of Systems," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1987-2008, September.

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