A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders
From MaRDI portal
Publication:2342933
DOI10.1007/s00184-014-0509-5zbMath1333.60021OpenAlexW2046148863MaRDI QIDQ2342933
Saeed Zalzadeh, Franco Pellerey
Publication date: 29 April 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-014-0509-5
copulaslikelihood ratio orderusual stochastic orderfrailty modelshazard rate orderjoint stochastic orders
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)
Related Items
A positive dependence notion based on componentwise unimodality of copulas, On coverage limits and deductibles for SAI loss severities, RESIDUAL STOCHASTIC PRECEDENCE ORDER, A copula-based method to build diffusion models with prescribed marginal and serial dependence, A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property, Preservation of weak stochastic arrangement increasing under fixed time left-censoring, Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes, Comparison of hazard rates for dependent random variables
Cites Work
- On a system of nonhomogeneous components sharing a common frailty
- On optimal allocation of redundant components for series and parallel systems of two dependent components
- On rankings and top choices in random utility models with dependent utilities
- An introduction to copulas.
- Stochastic orders
- Stochastic orders of scalar products with applications
- Moment and geometric probability inequalities arising from arrangement increasing functions
- Functions decreasing in transposition and their applications in ranking problems
- Convex orders for linear combinations of random variables
- Negative aging and stochastic comparisons of residual lifetimes in multivariate frailty models
- A note on allocation of portfolio shares of random assets with Archimedean copula
- Characterization of optimal order of servers in a tandem queue with blocking
- Bivariate characterization of some stochastic order relations
- A new class of symmetric bivariate copulas