RT Journal Article
T1 Some stochastic properties of conditionally dependent frailty models
A1 Fernández-Ponce, J.M.
A1 Pellerey, F.
A1 Rodríguez-Griñolo, Rosario
K1 Bivariate lifetimes
K1 Dependence notions
K1 Multivariate stochastic orders
K1 Survival copulas
AB The frailty approach is commonly used in reliability theory and survival analysis to model the dependence between lifetimes of individuals or components subject to common risk factors; according to this model the frailty (an unobservable random vector that describes environmental conditions) acts simultaneously on the hazard functions of the lifetimes. Some interesting conditions for stochastic comparisons between random vectors defined in accordance with these models have been described in the literature; in particular, comparisons between frailty models have been studied by assuming independence for the baseline survival functions and the corresponding environmental parameters. In this paper, a generalization of these models is developed, which assumes conditional dependence between the components of the random vector, and some conditions for stochastic comparisons are provided. Some examples of frailty models satisfying these conditions are also described.
PB Taylor & Francis
YR 2016
FD 2016-05-03
LK https://hdl.handle.net/10433/21277
UL https://hdl.handle.net/10433/21277
LA en
NO Statistics, 2016, vol 50, nº 3, p. 649–666
NO Departamento de Economía, Métodos Cuantitativos e Hª Económica, Área de estadísitca e I.O. Universidad Pablo de Olavide
NO Departamento de Estadísitca, Universidad de Sevilla.
NO Departamento de Matemáticas, Politécnico de Turín
DS RIO
RD Jun 15, 2026