IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v55y2001i1p71-82.html
   My bibliography  Save this article

Multivariate negative aging in an exchangeable model of heterogeneity

Author

Listed:
  • Spizzichino, F.
  • Torrisi, G. L.

Abstract

We consider a simple exchangeable model, which accounts for heterogeneity and dependence. Based on this model, we show how, and in which sense, situations of negative aging arise in a natural way from conditions of heterogeneity among items.

Suggested Citation

  • Spizzichino, F. & Torrisi, G. L., 2001. "Multivariate negative aging in an exchangeable model of heterogeneity," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 71-82, November.
    • Handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:71-82
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(01)00132-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Gerardi, Anna & Spizzichino, Fabio & Torti, Barbara, 2000. "Exchangeable mixture models for lifetimes: the role of "occupation numbers"," Statistics & Probability Letters, Elsevier, vol. 49(4), pages 365-375, October.
    2. Moshe Shaked & Fabio Spizzichino, 1998. "Positive Dependence Properties of Conditionally Independent Random Lifetimes," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 944-959, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Evgeniy Anatolievich Savinov, 2021. "A Variant of the Necessary Condition for the Absolute Continuity of Symmetric Multivariate Mixture," Mathematics, MDPI, vol. 9(13), pages 1-3, June.
    2. 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.
    3. 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.
    4. Michel Denuit, 2009. "Life Anuities with Stochastic Survival Probabilities: A Review," Methodology and Computing in Applied Probability, Springer, vol. 11(3), pages 463-489, September.
    5. Alfred Müller & Marco Scarsini, 2001. "Stochastic Comparison of Random Vectors with a Common Copula," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 723-740, November.
    6. Ingvild M. Helgøy & Hans J. Skaug, 2022. "The Sibling Distribution for Multivariate Life Time Data," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(1), pages 340-363, May.
    7. Michel Denuit & Esther Frostig & Benny Levikson, 2007. "Supermodular Comparison of Time-to-Ruin Random Vectors," Methodology and Computing in Applied Probability, Springer, vol. 9(1), pages 41-54, March.
    8. Sordo, Miguel A. & Suárez-Llorens, Alfonso & Bello, Alfonso J., 2015. "Comparison of conditional distributions in portfolios of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 62-69.
    9. Alonso Ruiz, Patricia & Rakitko, Alexander, 2016. "The limit theorem for maximum of partial sums of exchangeable random variables," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 357-362.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:71-82. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.