On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes

Hyunju Lee () and Ji Hwan Cha ()
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Hyunju Lee: Ewha Womans University
Ji Hwan Cha: Ewha Womans University

Statistical Papers, 2021, vol. 62, issue 2, No 1, 590 pages

Abstract: Abstract In reliability and survival analysis, the shot-noise processes have been intensively employed as a useful tool for modeling the impact of a dynamic environment (in the form of the point process of stresses) on survival characteristics of systems and organisms. However, the studies on the shot-noise processes have been mostly focused on the univariate analysis. In this paper, we develop a class of multivariate stochastic failure models based on a dynamic shock model induced by multiple shot-noise processes and study its properties. Explicit parametric forms for the multivariate survival functions are suggested. Multivariate ageing properties and dependence structures of the class are discussed as well.

Keywords: Common shock model; Multiple shot-noise processes; Dependence structure; Dependence ordering; Multivariate ageing property (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00362-019-01099-7

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