Stochastic comparisons of multivariate reversed frailty model

Shilpa Bansal and Nitin Gupta

Statistica Neerlandica, 2019, vol. 73, issue 4, 496-513

Abstract: Multivariate frailty approaches are most commonly used to define distributions of random vectors, which represent lifetimes of individuals or components and stochastically compare them in terms of various multivariate orders. In this paper, we study a multivariate shared reversed frailty model and a general multivariate reversed frailty mixture model, and derive sufficient conditions for some of the stochastic orderings to hold among the random vectors. We also consider a particular case of a general multivariate mixture model in which the baseline distribution function is represented in terms of a copula and study stochastic comparisons (stochastic and lower orthant order) among the two random vectors.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:73:y:2019:i:4:p:496-513

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