On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures

Badía, Francisco Germán (Universidad de Zaragoza) ; Lee, Hyunju

Resumen: In this paper, we study mixtures of the multivariate proportional hazard model, where the frailty (an unobservable non negative random variable) acts on the hazard rates of lifetimes at the same time to model common risk factors. We investigate ageing properties and dependence between components for the mixture model under study. In addition, we carry out stochastic comparisons assuming dependence between components of the baseline random vector. More specifically, these stochastic comparisons refer to mixture models that share the same frailty random variable but different baseline random vectors. The results are applied for inter epoch times of a non homogeneous mixed Poisson process.

Idioma: Inglés

DOI: 10.1007/s00184-019-00730-9

Año: 2020

Publicado en: METRIKA 83, 3 (2020), 355-375
ISSN: 0026-1335

Factor impacto JCR: 1.057 (2020)

Categ. JCR: STATISTICS & PROBABILITY rank: 90 / 125 = 0.72 (2020) - Q3 - T3

Factor impacto SCIMAGO: 0.727 - Statistics, Probability and Uncertainty (Q2) - Statistics and Probability (Q2)

Financiación: info:eu-repo/grantAgreement/ES/MINECO/MTM2015-63978-P

Tipo y forma: Artículo (PostPrint)

Área (Departamento): Área Estadís. Investig. Opera. (Dpto. Métodos Estadísticos)