IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v78y2008i18p3312-3320.html
   My bibliography  Save this article

Multivariate equilibrium distributions of order n

Author

Listed:
  • Nair, N. Unnikrishnan
  • Preeth, M.

Abstract

In this paper we present two approaches to define multivariate equilibrium distributions of order n. The joint survival functions and various properties including characterizations of higher order equilibrium distributions are discussed.

Suggested Citation

  • Nair, N. Unnikrishnan & Preeth, M., 2008. "Multivariate equilibrium distributions of order n," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3312-3320, December.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:18:p:3312-3320
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00321-0
    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. Johnson, N. L. & Kotz, Samuel, 1975. "A vector multivariate hazard rate," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 53-66, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Eric C. K. Cheung & Oscar Peralta & Jae-Kyung Woo, 2021. "Multivariate matrix-exponential affine mixtures and their applications in risk theory," Papers 2201.11122, arXiv.org.
    2. N. Unnikrishnan Nair & P.G. Sankaran, 2010. "Properties of a mean residual life function arising from renewal theory," Naval Research Logistics (NRL), John Wiley & Sons, vol. 57(4), pages 373-379, June.
    3. N. Nair & P. Sankaran, 2014. "Modelling lifetimes with bivariate Schur-constant equilibrium distributions from renewal theory," METRON, Springer;Sapienza Università di Roma, vol. 72(3), pages 331-349, October.
    4. Cheung, Eric C.K. & Peralta, Oscar & Woo, Jae-Kyung, 2022. "Multivariate matrix-exponential affine mixtures and their applications in risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 364-389.

    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. Colangelo Antonio, 2005. "Multivariate hazard orderings of discrete random vectors," Economics and Quantitative Methods qf05010, Department of Economics, University of Insubria.
    2. Jolani, Shahab, 2014. "An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 163-173.
    3. Gupta, Ramesh C., 2001. "Reliability Studies of Bivariate Distributions with Pareto Conditionals," Journal of Multivariate Analysis, Elsevier, vol. 76(2), pages 214-225, February.
    4. N. Nair & P. Sankaran, 2014. "Modelling lifetimes with bivariate Schur-constant equilibrium distributions from renewal theory," METRON, Springer;Sapienza Università di Roma, vol. 72(3), pages 331-349, October.
    5. Kolev, Nikolai, 2016. "Characterizations of the class of bivariate Gompertz distributions," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 173-179.
    6. M. Shafaei Noughabi & M. Kayid, 2019. "Bivariate quantile residual life: a characterization theorem and statistical properties," Statistical Papers, Springer, vol. 60(6), pages 2001-2012, December.
    7. Gupta, Pushpa L. & Gupta, Ramesh C., 1997. "On the Multivariate Normal Hazard," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 64-73, July.
    8. Debasis Kundu & Rameshwar Gupta, 2011. "Absolute continuous bivariate generalized exponential distribution," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(2), pages 169-185, June.
    9. Shaomin Wu & Hongyan Dui & Linmin Hu, 2024. "Construction of copulas for bivariate failure rates," Annals of Operations Research, Springer, vol. 341(2), pages 1177-1189, October.
    10. P. Sankaran & K. Jayakumar, 2008. "On proportional odds models," Statistical Papers, Springer, vol. 49(4), pages 779-789, October.
    11. Nazarizadeh, Farzaneh & Alemtabriz, Akbar & Zandieh, Mostafa & Raad, Abbas, 2022. "An analytical model for reliability assessment of the rail system considering dependent failures (case study of Iranian railway)," Reliability Engineering and System Safety, Elsevier, vol. 227(C).
    12. Ebrahimi, Nader & Kirmani, S.N.U.A. & Soofi, Ehsan S., 2007. "Multivariate dynamic information," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 328-349, February.
    13. S.M. Sunoj & N. Unnikrishnan Nair, 1999. "Bivariate distributions with weighted marginals and reliablity modelling," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 118-126.
    14. Amit Ghosh & Chanchal Kundu, 2018. "Chernoff distance for conditionally specified models," Statistical Papers, Springer, vol. 59(3), pages 1061-1083, September.
    15. Li, Tao & Sethi, Suresh P. & Zhang, Jun, 2014. "Supply diversification with isoelastic demand," International Journal of Production Economics, Elsevier, vol. 157(C), pages 2-6.
    16. Kundu, Debasis & Franco, Manuel & Vivo, Juana-Maria, 2014. "Multivariate distributions with proportional reversed hazard marginals," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 98-112.
    17. Kotz, Samuel & Navarro, Jorge & Ruiz, Jose M., 2007. "Characterizations of Arnold and Strauss' and related bivariate exponential models," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1494-1507, August.
    18. Belzunce, Félix & Mercader, José A. & Ruiz, José M., 2003. "Multivariate aging properties of epoch times of nonhomogeneous processes," Journal of Multivariate Analysis, Elsevier, vol. 84(2), pages 335-350, February.
    19. Roy, Dilip & Mukherjee, S. P., 1998. "Multivariate Extensions of Univariate Life Distributions," Journal of Multivariate Analysis, Elsevier, vol. 67(1), pages 72-79, October.
    20. Kumar Gupta, Sanjib & De, Soumen & Chatterjee, Aditya, 2017. "Some reliability issues for incomplete two-dimensional warranty claims data," Reliability Engineering and System Safety, Elsevier, vol. 157(C), pages 64-77.

    More about this item

    Statistics

    Access and download statistics

    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:78:y:2008:i:18:p:3312-3320. 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.