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Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures

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  • Chen Li
  • Xiaohu Li

Abstract

This paper further studies monotone aging properties of the multivariate random lifetime. We revise the sufficient condition for the negative monotone aging property in terms of the multivariate usual stochastic order in Theorem 3.3 of Rezapour et al. (2013) and derive the condition sufficient to the multivariate monotone aging properties in terms of the upper orthant order. Also we study the upper orthant order of multivariate residual lifetimes and inactivity times from populations sharing a common Archimedean survival copula and Archimedean survival copula, respectively. Two simple applications in multivariate stress-strength and frailty models are presented as well.

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  • Chen Li & Xiaohu Li, 2017. "Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(2), pages 874-891, January.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:2:p:874-891
    DOI: 10.1080/03610926.2015.1006783
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    Cited by:

    1. Li, Chen & Li, Xiaohu, 2019. "Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables," Statistics & Probability Letters, Elsevier, vol. 146(C), pages 104-111.
    2. Chen Li & Xiaohu Li, 2018. "Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(4), pages 445-464, May.

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