A vector multivariate hazard rate |
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| Authors: | NL Johnson Samuel Kotz |
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| Institution: | University of North Carolina at Chapel Hill USA;Temple University, Philadelphia, Pennsylvania, USA |
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| Abstract: | A vector definition of multivariate hazard rate, and associated definitions of increasing and decreasing multivariate hazard rate distributions are presented. Consequences of these definitions are worked out in a number of special cases. Relationships between hazard rate and orthant dependence are established. |
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| Keywords: | 62H05 Hazard rate multivariate distributions Morgenstern-Gumbel-Farlie system orthant dependence |
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