Ordering properties of order statistics from random variables of Archimedean copulas with applications (Q476248)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6375095
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Ordering properties of order statistics from random variables of Archimedean copulas with applications |
scientific article; zbMATH DE number 6375095 |
Statements
Ordering properties of order statistics from random variables of Archimedean copulas with applications (English)
0 references
28 November 2014
0 references
Some stochastic ordering properties of the sample extremes and the two adjacent order statistics from random variables with Archimedean copulas are studied in this article, wherein both one sample and two sample scenarios are considered. The orderings considered are the hazard rate ordering, reversed hazard rate ordering, likelihood ratio ordering. Examples are given to illustrate the results and some applications to time transformed exponential model and its dual, auction theory and system reliability are given.
0 references
stochastic orders
0 references
order statistics
0 references
Archimedian copulas
0 references
hazard rate ordering
0 references
likelihood ratio ordering
0 references
majorization
0 references
proportional hazards
0 references
0 references
0 references
0 references
0 references
0.89034503698349
0 references
0.8843468427658081
0 references
0.8779357671737671
0 references
0.8735169172286987
0 references
