Let X = (X1, X2, . . . , Xn) be an exchangeable random vector, and write X(1:i) = min{X1, X2, . . . , Xi}, 1 ≤ i ≤ n. In this paper we obtain conditions under which X(1:i) decreases in i in the hazard rate order. A result involving more general (that is, not necessarily exchangeable) random vectors is also derived. These results are applied to obtain the limiting behaviour of the hazard rate fu...

Abstract This note presents an estimator of the hazard rate function based on right censored data. A collection of estimators is built from a regression-type contrast, in a general collection of linear models. Then, a penalised model selection procedure provides an estimator which satisfies an oracle inequality. In particular, we can prove that it is adaptive in the minimax sense on Hölder spaces.

Extensions of the traditional Cox proportional hazard model, concerning the following features are often desirable in applications: Simultaneous nonparametric estimation of baseline hazard and usual fixed covariate effects, modelling and detection of time–varying covariate effects and nonlinear functional forms of metrical covariates, and inclusion of frailty components. In this paper, we devel...

A class of random hazard rates, that is defined as a mixture of an indicator kernel convoluted with a completely random measure, is of interest. We provide an explicit characterization of the posterior distribution of this mixture hazard rate model via a finite mixture of S-paths. A closed and tractable Bayes estimator for the hazard rate is derived to be a finite sum over S-paths. The path cha...

background : the aim of this study was to predict the survival rate of iranian gastric cancer patients using the cox proportional hazard and artificial neural network models as well as comparing the ability of these approaches in predicting the survival of these patients. methods: in this historical cohort study, the data gathered from 436 registered gastric cancer patients who have had surgery...

We provide a concise exposition of theoretical results that appear in modeling default time as a random time, we study in details the invariance martingale property and we establish a representation theorem which leads, in a complete market setting, to the hedging portfolio of a vulnerable claim. Our main result is that, to hedge a defaultable claim one has to invest the value of this contingen...

Vinod Kumar and Shilpi Gupta 1. Department of Maths, Stats & Comp. Sc., G.B. Pant Univ. of Ag. & Tech., Pantnagar, India. 2. Amrapali Institute of Management and Technology, Haldwani, India. . Abstract The present paper deals with the reliability and hazard rate estimation of a Weibull type life testing model. Its use as a life testing model has also been illustrated. The proposed model has bee...

Sequential order statistics can be used to describe the lifetime of a system with n components which works as long as k components function assuming that failures possibly affect the lifetimes of remaining units. In this work, the reversed hazard rates of sequential order statistics are examined. Conditions for the reversed hazard rate ordering and the decreasing reversed hazard rate property o...

Parametric and semiparametric methods often fail to capture the right shape of the conditional hazard rate in survival analysis. In this paper we propose a new and intuitive nonparametric estimator for the conditional hazard rate, based on local linear estimation techniques. This estimator can deal with both censored and uncensored data. We show that the local linear hazard rate estimator is co...

For random variables with Archimedean copula or survival copula, we develop the reversed hazard rate order and the hazard rate order on sample extremes in the context of proportional reversed hazard models and proportional hazard models, respectively. The likelihood ratio order on sample maximum is also investigated for the proportional reversed hazard model. Several numerical examples are pres...