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

Francisco Germán Badía () and Hyunju Lee ()
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Francisco Germán Badía: University of Zaragoza
Hyunju Lee: EWHA Womans University

Metrika: International Journal for Theoretical and Applied Statistics, 2020, vol. 83, issue 3, No 5, 355-375

Abstract: Abstract 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.

Keywords: Mixtures; Multivariate proportional hazard; Dependence notions; Multivariate stochastic orders; Mixed Poisson process (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00184-019-00730-9

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