Marshall, Albert W. - In: Stochastic Processes and their Applications 3 (1975) 3, pp. 293-300
For random variables T1,...,Tn, the gradient of R(t) = -logP{T1 t1,...,Tn tn} is called the hazard gradient. Some properties of this multivariate version of the hazard rate are demonstrated, and some examples are given to show the usefulness of the hazard gradient in characterizing...