Abstract
New bivariate models are obtained with conditional distributions (in two different senses) satisfying the proportional generalized odds rate (PGOR) model. The PGOR semi-parametric model includes as particular cases the Cox proportional hazard rate (PHR) model and the proportional odds rate (POR) model. Thus the new bivariate models are very flexible and include, as particular cases, the bivariate extensions of PHR and POR models. Moreover, some well known parametric bivariate models are also included in these general models. The basic theoretical properties of the new models are obtained. An application to fit a real data set is also provided.
Similar content being viewed by others
References
Arnold BC, Castillo E, Sarabia JM (1993) Multivariate distributions with generalized Pareto conditionals. Stat Probab Lett 17:361–368
Arnold BC, Castillo E, Sarabia JM (1998) Some alternative bivariate extreme models. Environmetrics 9:599–616
Arnold BC, Castillo E, Sarabia JM (1999) Conditional specification of statistical models. Springer Series in Statistics, Springer, Boston, MA
Basu AP (1971) Bivariate failure rate. J Am Stat Assoc 66:103–104
Bennett S (1983) Analysis of survival data by the proportional odds model. Stat Med 2:273–277
Dabrowska DM, Doksum K (1988) Estimation and testing in a two-sample generalized odds-rate model. J Am Stat Assoc 83:744–749
Gradshteyn IS, Ryzhik IM (1994) Table of integrals, series, and products, fifth edition. In: Jeffrey A (ed) Academic Press, Boston, MA
Guo S, Zeng D (2014) An overview of semiparametric models in survival analysis. J Stat Plan Inference 151–152:1–16
Gupta RC (2001) Reliability studies of bivariate distributions with Pareto conditionals. J Multiv Anal 76:214–225
Gupta PL, Gupta RC (2012) Some properties of the bivariate lognormal distribution for reliability applications. Appl Stoch Models Bus Ind 28:598–606
Gupta RC, Kirmani SNUA, Balakrishnan N (2013) On a class of generalized Marshall–Olkin bivariate distributions and some reliability characteristics. Probab Eng Inf Sci 27:261–275
Holland PW, Wang YJ (1987) Dependence function for continuous bivariate densities. Commun Stat Theory Methods 16:863–876
Johnson NL, Kotz S (1975) A vector valued multivariate hazard rate. J Multiv Anal 5:53–66
Marshal AW, Olkin I (2007) Life distributions. Springer Series in Statistics, Springer, New York
Meeker WQ, Escobar LA (1998) Statistical methods for reliability data. Wiley, New York
Navarro J (2008) Characterizations by power contractions of order statistics. Commun Stat Theory Methods 37:987–997
Navarro J, del Aguila Y, Sordo MA, Suarez-Llorens A (2013) Stochastic ordering properties for systems with dependent identically distributed components. Appl Stoch Models Bus Ind 29:264–278
Navarro J, del Aguila Y, Sordo MA, Suarez-Llorens A (2014) Preservation of reliability classes under the formation of coherent systems. Appl Stoch Models Bus Ind 30:444–454
Navarro J, Pellerey F, Di Crescenzo A (2015) Orderings of coherent systems with randomized dependent components. Eur J Oper Res 240:127–139
Navarro J, Ruiz JM, del Aguila Y (2008) Characterizations and ordering properties based on log-odds functions. Statistics 42:313–328
Navarro J, Ruiz JM, Sandoval CJ (2006) Reliability properties of systems with exchangeable components and exponential conditional distributions. Test 15:471–484
Navarro J, Sarabia JM (2013) Reliability properties of bivariate conditional proportional hazard rates models. J Multiv Anal 113:116–127
Oakes D (1989) Bivariate survival models induced by frailties. J Am Stat Assoc 84:487–493
Shaked M (1977) A family of concepts of dependence for bivariate distributions. J Am Stat Assoc 72:642–650
Simiu E, Filliben B (1975) Structure analysis of extreme winds. Technical report 868, National Bureau of Standards, Washington, DC
Sunoj SM, Sankaran PG, Maya SS (2007) Characterizations of distributions using log odds rate. Statistics 41:443–451
Zintzaras E (2012) The power of generalized odds ratio in assessing association in genetic studies with known mode of inheritance. J Appl Stat 39:2569–2581
Acknowledgments
The authors would like to thank the anonymous reviewer for his/her helpful comments. JN is partially supported by Ministerio de Economía y Competitividad under grant MTM2012-34023-FEDER and Fundación Séneca of C.A.R.M. under grant 08627/PI/08. MA is partially supported by the “Ordered and Spacial Data Center of Excellence of Ferdowsi University of Mashhad”. JMS is partially supported by Ministerio de Economía y Competitividad under grants ECO2010-15455 and ECO2013-48326-C2-2-P. ME is grateful to the office of Graduate Studies of the University of Isfahan for their support.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Navarro, J., Esna-Ashari, M., Asadi, M. et al. Bivariate distributions with conditionals satisfying the proportional generalized odds rate model. Metrika 78, 691–709 (2015). https://doi.org/10.1007/s00184-014-0523-7
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00184-014-0523-7