On sums of dependent random lifetimes under the time-transformed exponential model
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http://hdl.handle.net/10045/122429
| Título: | On sums of dependent random lifetimes under the time-transformed exponential model |
|---|---|
| Autor/es: | Navarro, Jorge | Pellerey, Franco | Mulero, Julio |
| Grupo/s de investigación o GITE: | Grupo de Estadística Aplicada (GESTA) |
| Centro, Departamento o Servicio: | Universidad de Alicante. Departamento de Matemáticas |
| Palabras clave: | Dependence models | C-convolution | Distorted distributions | Quantile regression | Confidence bands |
| Área/s de conocimiento: | Estadística e Investigación Operativa |
| Fecha de publicación: | 17-mar-2022 |
| Editor: | Springer Nature |
| Cita bibliográfica: | TEST. 2022, 31: 879-900. https://doi.org/10.1007/s11749-022-00805-2 |
| Resumen: | For a given pair of random lifetimes whose dependence is described by a time-transformed exponential model, we provide analytical expressions for the distribution of their sum. These expressions are obtained by using a representation of the joint distribution in terms of bivariate distortions, which is an alternative approach to the classical copula representation. Since this approach allows one to obtain conditional distributions and their inverses in simple form, then it is also shown how it can be used to predict the value of the sum from the value of one of the variables (or vice versa) by using quantile regression techniques. |
| Patrocinador/es: | Open Access funding provided thanks to the CRUE-CSIC agreement with Springer Nature. JN and JM are supported by Ministerio de Ciencia e Innovación of Spain under Grant PID2019-103971GB-I00/AEI/10.13039/501100011033. FP is partially supported by the Grant Progetto di Eccellenza, CUP: E11G18000350001 and by the Italian GNAMPA research group of INdAM (Istituto Nazionale di Alta Matematica). |
| URI: | http://hdl.handle.net/10045/122429 |
| ISSN: | 1133-0686 (Print) | 1863-8260 (Online) |
| DOI: | 10.1007/s11749-022-00805-2 |
| Idioma: | eng |
| Tipo: | info:eu-repo/semantics/article |
| Derechos: | © The Author(s) 2022. Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/. |
| Revisión científica: | si |
| Versión del editor: | https://doi.org/10.1007/s11749-022-00805-2 |
| Aparece en las colecciones: | INV - GESTA - Artículos de Revistas |
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