Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula

DOI10.1007/S00184-017-0626-ZzbMath1416.62271OpenAlexW2760946807MaRDI QIDQ1683642

M'hamed Mesfioui, Mohamed Kayid, Salman Izadkhah

Publication date: 1 December 2017

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-017-0626-z

zbMATH Keywords

order statisticslikelihood ratio orderArchimedean copulahazard rate orderreversed hazard rate order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Related Items (10)

Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence ⋮ Ordering results of second order statistics from random and non-random number of random variables with Archimedean copulas ⋮ Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions ⋮ ON VARIABILITY OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS ⋮ Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims ⋮ Ordering results for the smallest (largest) and the second smallest (second largest) order statistics of dependent and heterogeneous random variables ⋮ Stochastic comparison of the second-largest order statistics from heterogeneous models ⋮ Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples ⋮ On Properties of Reversed Mean Residual Life Order for Weighted Distributions ⋮ Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors

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