Search Results - subject:"hazard gradient"

A law of uniform seniority for dependent lives

Genest, Christian; Kolev, Nikolai - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 726-743

Persistent link: https://www.econbiz.de/10012653669

Reliability properties of bivariate conditional proportional hazard rate models

Navarro, Jorge; Sarabia, José María - In: Journal of Multivariate Analysis 113 (2013) C, pp. 116-127

In this paper, we study reliability properties in two classes of bivariate continuous distributions based on specification of conditional hazard functions. These classes were constructed by conditioning on two different kinds of events in Arnold and Kim [6]. Several reliability properties are...

Persistent link: https://www.econbiz.de/10011042080

Multivariate hazard orderings of discrete random vectors

Antonio, Colangelo - Facoltà di Economia, Università degli Studi dell'Insubria - 2005

The task of comparing two random vectors with respect to some multivariate stochastic ordering usually involves an infinite number of comparisons. Dyckerhoff and Mosler (1997) proved that, when the random vectors have finite supports, this task, for some orderings, can be simplified by...

Persistent link: https://www.econbiz.de/10005248436

Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions

Gupta, Ramesh; Balakrishnan, N. - In: Metrika 75 (2012) 2, pp. 181-191

Persistent link: https://www.econbiz.de/10010539340

Characterizations and Modelling of Multivariate Lack of Memory Property

Kulkarni, H. - In: Metrika 64 (2006) 2, pp. 167-180

Persistent link: https://www.econbiz.de/10005155830

A characterization of the multivariate normal distribution by using the hazard gradient

Navarro, Jorge; Ruiz, Jose - In: Annals of the Institute of Statistical Mathematics 56 (2004) 2, pp. 361-367

Persistent link: https://www.econbiz.de/10005395572

A Note on the Multivariate Normal Hazard

Ma, Chunsheng - In: Journal of Multivariate Analysis 73 (2000) 2, pp. 282-283

For the multivariate log-concave distribution, it is shown that the hazard gradient is increasing in the sense of …

Persistent link: https://www.econbiz.de/10005106977

Some comments on the hazard gradient

Marshall, Albert W. - In: Stochastic Processes and their Applications 3 (1975) 3, pp. 293-300

For random variables T1,...,Tn, the gradient of R(t) = -logP{T1 > t1,...,Tn > tn} is called the hazard gradient. Some … of the hazard gradient in characterizing distributions or families of distributions. …

Persistent link: https://www.econbiz.de/10008874811