EconPapers    
Economics at your fingertips  
 

Some new approaches to multivariate probability distributions

D. N. Shanbhag and S. Kotz

Journal of Multivariate Analysis, 1987, vol. 22, issue 2, 189-211

Abstract: We extend and generalize to the multivariate set-up our earlier investigations related to expected remaining life functions and general hazard measures including representations and stability theorems for arbitrary probability distributions in terms of these concepts. (The univariate case is discussed in detail in Kotz and Shanbhag, Advan. Appl. Probab. 12 (1980), 903-921.)

Keywords: expected; remaining; life; function; hazard; measure; reliability; representation; and; stability; theorems; identifiability; multivariate; probability; distributions (search for similar items in EconPapers)
Date: 1987
References: Add references at CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(87)90085-6
Full text for ScienceDirect subscribers only

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:eee:jmvana:v:22:y:1987:i:2:p:189-211

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:jmvana:v:22:y:1987:i:2:p:189-211