Dependence in failure times due to environmental factors
In many applications, common factors influence a set of failure (or survival) times of interest. This is, for instance, the case in mortality analysis, where mortality is influenced by socio-economic and health factors, or in the analysis of time-to-failure observations, where the items are functioning under similar conditions. This paper aims to answer the following question: is it true that more positively dependent factors generate more positively dependent outcomes? The analysis is conducted with the help of various stochastic order relations.
Year of publication: |
2009
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Authors: | Frostig, Esther ; Denuit, Michel |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 4, p. 487-495
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Publisher: |
Elsevier |
Saved in:
Online Resource
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