Journal
APPLIED MATHEMATICAL MODELLING
Volume 77, Issue -, Pages 182-198Publisher
ELSEVIER SCIENCE INC
DOI: 10.1016/j.apm.2019.07.030
Keywords
Copula; Dependence property; Maximum likelihood estimator; Trivariate Kendall's tau; Trivariate inverse generalized distribution
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In this paper, we introduce a new family of multivariate distributions, so called the multivariate proportional hazard rate family of distributions and study its properties. We derive multivariate dependence properties based on a survival function and based on a survival copula function. Multivariate dependence properties based on a survival function are given by multivariate total positivity of order 2, right corner set increasing, smaller in lower or-thant order and right tail increasing. Multivariate dependence properties based on a survival copula function are some coefficients of concordance. The survival copula function is used to model this family of multivariate distributions. We illustrate capability of the introduced model on a real data set related to the level of thyroid hormone. (C) 2019 Elsevier Inc. All rights reserved.
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