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

Hyunju Lee, Ji Hwan Cha

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

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.

Original languageEnglish
Pages (from-to)561-590
Number of pages30
JournalStatistical Papers
Volume62
Issue number2
DOIs
StatePublished - Apr 2021

Keywords

  • Common shock model
  • Dependence ordering
  • Dependence structure
  • Multiple shot-noise processes
  • Multivariate ageing property

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