A vector multivariate hazard rate
A vector definition of multivariate hazard rate, and associated definitions of increasing and decreasing multivariate hazard rate distributions are presented. Consequences of these definitions are worked out in a number of special cases. Relationships between hazard rate and orthant dependence are established.
Year of publication: |
1975
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Authors: | Johnson, N. L. ; Kotz, Samuel |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 5.1975, 1, p. 53-66
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Publisher: |
Elsevier |
Keywords: | Hazard rate multivariate distributions Morgenstern-Gumbel-Farlie system orthant dependence |
Saved in:
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