Dependence in failure times due to environmental factors

Frostig, Esther;Denuit, Michel
(2009) Statistics & Probability Letters — Vol. 79, n° 4, p. 487-495 (2009)

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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. (C) 2008 Elsevier B.V. All rights reserved.
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Frostig, E., & Denuit, M. (2009). Dependence in failure times due to environmental factors. Statistics & Probability Letters, 79(4), 487-495. https://doi.org/10.1016/j.spl.2008.09.023 (Original work published 2009)