On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes
- 주제(키워드) Common shock model , Dependence ordering , Dependence structure , Multiple shot-noise processes , Multivariate ageing property
- 등재 SCIE, SCOPUS
- 발행기관 Springer Science and Business Media Deutschland GmbH
- 발행년도 2021
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000181645
- 본문언어 영어
- Published As http://dx.doi.org/10.1007/s00362-019-01099-7
초록/요약
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. © 2019, Springer-Verlag GmbH Germany, part of Springer Nature.
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