Distortion representations of multivariate distributions

Jorge Navarro (), Camilla Calì (), Maria Longobardi () and Fabrizio Durante ()
Additional contact information
Jorge Navarro: Universidad de Murcia Campus de Espinardo
Camilla Calì: Dipartimento di Biologia. Università di Napoli Federico II Via Cintia
Maria Longobardi: Dipartimento di Biologia. Università di Napoli Federico II Via Cintia
Fabrizio Durante: Dipartimento di Scienze dell’Economia, Università del Salento Lecce

Statistical Methods & Applications, 2022, vol. 31, issue 4, No 9, 925-954

Abstract: Abstract The univariate distorted distributions were introduced in risk theory to represent changes (distortions) in the expected distributions of some risks. Later, they were also applied to represent distributions of order statistics, coherent systems, proportional hazard rate and proportional reversed hazard rate models, etc. In this paper we extend this concept to the multivariate setup. We show that, in some cases, they are a valid alternative to the copula representation, especially when the marginal distributions may not be easily handled. Several examples illustrate the applications of such representations in statistical modeling. They include the study of paired (dependent) ordered data, joint residual lifetimes, order statistics and coherent systems

Keywords: Multivariate distributions; Copulas; Residual lifetimes; Order statistics; Coherent systems; 62H05; 62N05 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1007/s10260-021-00613-2 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:stmapp:v:31:y:2022:i:4:d:10.1007_s10260-021-00613-2

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10260/PS2

DOI: 10.1007/s10260-021-00613-2

Access Statistics for this article

Statistical Methods & Applications is currently edited by Tommaso Proietti

More articles in Statistical Methods & Applications from Springer, Società Italiana di Statistica
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().