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Multivariate Variance Residual Life in Discrete Time

Author

Listed:
  • Unnikrishnan N.

    (Cochin University of Science and Technology - India)

  • Sankaran G. Paduthol

    (Cochin University of Science and Technology - India)

  • Nidhi P. Ramesh

    (Cochin University of Science and Technology - India)

Abstract

Among various characteristics of residual life, the concept of variance residual life in the univariate case has been extensively discussed in reliability literature. In the present work we extend this notion to the discrete multivariate case and study its properties. Different versions of classes of multivariate distributions based on the monotonicity of variance residual life are also presented along with some characterizations.

Suggested Citation

  • Unnikrishnan N. & Sankaran G. Paduthol & Nidhi P. Ramesh, 2017. "Multivariate Variance Residual Life in Discrete Time," Statistica, Department of Statistics, University of Bologna, vol. 77(3), pages 181-205.
  • Handle: RePEc:bot:rivsta:v:77:y:2017:i:3:p:181-205
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    Cited by:

    1. Godahewa, Rakshitha & Bergmeir, Christoph & Webb, Geoffrey I. & Montero-Manso, Pablo, 2023. "An accurate and fully-automated ensemble model for weekly time series forecasting," International Journal of Forecasting, Elsevier, vol. 39(2), pages 641-658.

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