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.
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.
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.
Volume (Year): 67 (1998)
Issue (Month): 1 (October)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
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.:
- Shaked, Moshe, 1982. "A general theory of some positive dependence notions," Journal of Multivariate Analysis, Elsevier, vol. 12(2), pages 199-218, June.
- Johnson, N. L. & Kotz, Samuel, 1975. "A vector multivariate hazard rate," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 53-66, March.
- 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.
- Shanbhag, D. N. & Kotz, S., 1987. "Some new approaches to multivariate probability distributions," Journal of Multivariate Analysis, Elsevier, vol. 22(2), pages 189-211, August.
- Lee, Larry, 1979. "Multivariate distributions having Weibull properties," Journal of Multivariate Analysis, Elsevier, vol. 9(2), pages 267-277, June.
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:67:y:1998:i:1:p:72-79. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.