Percentile residual life orders

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dc.contributor.author Franco Pereira, Alba María
dc.contributor.author Lillo Rodríguez, Rosa Elvira
dc.contributor.author Romo, Juan
dc.contributor.author Shaked, Moshe
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2008-12-04T10:38:49Z
dc.date.available 2008-12-04T10:38:49Z
dc.date.issued 2008-11
dc.identifier.uri http://hdl.handle.net/10016/3244
dc.description.abstract In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are also studied. Finally, some applications in reliability theory and finance are described.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working papers. Statistics and Econometrics
dc.relation.ispartofseries 08-22
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other Mean residual life function
dc.subject.other Hazard rate order
dc.subject.other Reversed hazard rate order
dc.subject.other Mixtures
dc.subject.other Lehmann's alternative
dc.subject.other Proportional hazards
dc.subject.other Imperfect repair
dc.subject.other Reliability theory
dc.subject.other Value at risk
dc.subject.other Deductible
dc.title Percentile residual life orders
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.identifier.repec ws086422
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