Advanced Search
MyIDEAS: Login

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

Contents:

Author Info

  • Ramesh Gupta

    ()

  • N. Balakrishnan

    ()

Registered author(s):

    Abstract

    No abstract is available for this item.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://hdl.handle.net/10.1007/s00184-010-0321-9
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Springer in its journal Metrika.

    Volume (Year): 75 (2012)
    Issue (Month): 2 (February)
    Pages: 181-191

    as in new window
    Handle: RePEc:spr:metrik:v:75:y:2012:i:2:p:181-191

    Contact details of provider:
    Web page: http://www.springerlink.com/link.asp?id=102509

    Order Information:
    Web: http://link.springer.de/orders.htm

    Related research

    Keywords: Log-concavity; Monotonicity; Hazard gradient; Reversed hazard function; Multivariate normal distribution; Log-concave density function; Skew-normal distributions; Multivariate skew-normal distributions;

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Jorge Navarro & Moshe Shaked, 2010. "Some properties of the minimum and the maximum of random variables with joint logconcave distributions," Metrika, Springer, vol. 71(3), pages 313-317, May.
    2. Gupta, Pushpa L. & Gupta, Ramesh C., 1997. "On the Multivariate Normal Hazard," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 64-73, July.
    3. Ramesh Gupta & Rameshwar Gupta, 2004. "Generalized skew normal model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 13(2), pages 501-524, December.
    4. Bagnoli, M. & Bergstrom, T., 1989. "Log-Concave Probability And Its Applications," Papers 89-23, Michigan - Center for Research on Economic & Social Theory.
    5. An, Mark Yuying, 1995. "Logconcavity versus Logconvexity: A Complete Characterization," Working Papers 95-03, Duke University, Department of Economics.
    6. Jamalizadeh, A. & Behboodian, J. & Balakrishnan, N., 2008. "A two-parameter generalized skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1722-1726, September.
    7. Arjun Gupta & John Chen, 2004. "A class of multivariate skew-normal models," Annals of the Institute of Statistical Mathematics, Springer, vol. 56(2), pages 305-315, June.
    8. Adelchi Azzalini, 2005. "The Skew-normal Distribution and Related Multivariate Families," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 32(2), pages 159-188.
    9. Taizhong Hu & Ying Li, 2007. "Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities," Metrika, Springer, vol. 65(3), pages 325-330, May.
    10. Ma, Chunsheng, 2000. "A Note on the Multivariate Normal Hazard," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 282-283, May.
    11. Jamalizadeh, A. & Balakrishnan, N., 2010. "Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1412-1427, July.
    12. Yadegari, Iraj & Gerami, Abbas & Khaledi, Majid Jafari, 2008. "A generalization of the Balakrishnan skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1165-1167, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:75:y:2012:i:2:p:181-191

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).

    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 references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link 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 profile, as there may be some citations waiting for confirmation.

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