On the Multivariate Normal Hazard

A Characterization of the Multivariate Normal Distribution by Using the Hazard Gradient

A b s t r a c t . We give a general result to characterize a multivariate distribution from a relationship between the left truncated mean function and the hazard gradient function. This result allows us to obtain new characterizations of multivariate distributions. In particular, we show that, for the multivariate normal distribution, the simple relationship, obtained in standardized form by M...

Estimation of the Multivariate Normal Mean under the Extended Reflected Normal Loss Function

Multivariate Decomposition for Hazard Rate Models

Multivariate Decomposition for Hazard Rate Models We develop a regression decomposition technique for hazard rate models, where the difference in observed rates is decomposed into components attributable to group differences in characteristics and group differences in effects. The baseline hazard is specified using a piecewise constant exponential model, which leads to convenient estimation bas...

Multivariate distributions with proportional reversed hazard marginals

Several univariate proportional reversed hazard models have been proposed in the literature. Recently, Kundu and Gupta (2010, Sankhya, Ser. B, vol. 72, 236 253.) proposed a class of bivariate models with proportional reversed hazard marginals. It is observed that the proposed bivariate proportional reversed hazard models have a singular component. In this paper we introduce the multivariate pro...

Screening for a Multivariate Mixture Normal Distribution