Multivariate Extensions of Univariate Life Distributions
A general approach for the development of multivariate survival models, based on a set of given marginal survivals, is presented. Preservation of IFR and IFRA properties and the nature of dependence among the variables are examined, and a recursive relation is suggested to obtain the resultant density function. In particular, an absolutely continuous Weibull distribution is derived and a few of its properties are studied.
Volume (Year): 67 (1998)
Issue (Month): 1 (October)
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- Elandt-Johnson, Regina C., 1978. "Some properties of bivariate Gumbel Type A distributions with proportional hazard rates," Journal of Multivariate Analysis, Elsevier, vol. 8(2), pages 244-254, June.
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- Shaked, Moshe, 1982. "A general theory of some positive dependence notions," Journal of Multivariate Analysis, Elsevier, vol. 12(2), pages 199-218, June.
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