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Multivariate equilibrium distributions of order n

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  • Nair, N. Unnikrishnan
  • Preeth, M.

Abstract

In this paper we present two approaches to define multivariate equilibrium distributions of order n. The joint survival functions and various properties including characterizations of higher order equilibrium distributions are discussed.

Suggested Citation

  • Nair, N. Unnikrishnan & Preeth, M., 2008. "Multivariate equilibrium distributions of order n," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3312-3320, December.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:18:p:3312-3320
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    References listed on IDEAS

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    1. Johnson, N. L. & Kotz, Samuel, 1975. "A vector multivariate hazard rate," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 53-66, March.
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    1. Eric C. K. Cheung & Oscar Peralta & Jae-Kyung Woo, 2021. "Multivariate matrix-exponential affine mixtures and their applications in risk theory," Papers 2201.11122, arXiv.org.
    2. N. Nair & P. Sankaran, 2014. "Modelling lifetimes with bivariate Schur-constant equilibrium distributions from renewal theory," METRON, Springer;Sapienza Università di Roma, vol. 72(3), pages 331-349, October.
    3. N. Unnikrishnan Nair & P.G. Sankaran, 2010. "Properties of a mean residual life function arising from renewal theory," Naval Research Logistics (NRL), John Wiley & Sons, vol. 57(4), pages 373-379, June.
    4. Cheung, Eric C.K. & Peralta, Oscar & Woo, Jae-Kyung, 2022. "Multivariate matrix-exponential affine mixtures and their applications in risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 364-389.

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