Stochastic comparisons on sample extremes of dependent and heterogenous observations

DOI10.1080/02331888.2015.1119151zbMath1357.62206OpenAlexW2261422847MaRDI QIDQ2953574

Xiaohu Li, Chen Li, Rui Fang

Publication date: 4 January 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2015.1119151

zbMATH Keywords

majorizationArchimedean copuladispersive orderstar orderproportional hazard rates

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 (42)

Ordering results of extreme order statistics from dependent and heterogeneous modified proportional (reversed) hazard variables ⋮ Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence ⋮ Stochastic comparisons of series and parallel systems with dependent and heterogeneous Topp-Leone generated components ⋮ ON VARIABILITY OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS ⋮ Some ordering properties of series and parallel systems with dependent component lifetimes ⋮ Optimal grouping of heterogeneous components in series and parallel systems under Archimedean copula dependence ⋮ Orderings of extremes dependent modified proportional hazard and modified proportional reversed hazard variables under Archimedean copula ⋮ Stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components ⋮ Optimal grouping of heterogeneous components in series-parallel and parallel-series systems under Archimedean copula dependence ⋮ On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution ⋮ Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims ⋮ Stochastic comparisons of series and parallel systems with dependent heterogeneous extended exponential components under Archimedean copula ⋮ Stochastic comparisons of second-order statistics from dependent and heterogenous modified proportional hazard rate observations ⋮ Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters ⋮ Usual stochastic ordering of the sample maxima from dependent distribution‐free random variables ⋮ Weak aging properties for coherent systems with statistically dependent component lifetimes ⋮ Inequalities for Gaussian random variables under Archimedean copula dependence ⋮ On reliability analysis in k -out-of- n systems under Archimedean copula dependence ⋮ On \(k\)-out-of-\(n\) systems with homogeneous components and one independent cold standby redundancy ⋮ Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model ⋮ Stochastic comparisons on extreme order statistics from observations associated by FGM copula ⋮ Stochastic comparisons of series and parallel systems with dependent log-logistic components ⋮ Ordering results for the smallest (largest) and the second smallest (second largest) order statistics of dependent and heterogeneous random variables ⋮ Ordering and aging properties of systems with dependent components governed by the Archimedean copula ⋮ Ordering properties of the smallest order statistic from Weibull-G random variables ⋮ Stochastic comparisons of lifetimes of fail-safe systems with dependent and heterogeneous components under random shocks ⋮ Two-sample nonparametric test for proportional reversed hazards ⋮ Stochastic comparison of the second-largest order statistics from heterogeneous models ⋮ Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples ⋮ Comparisons between largest order statistics from multiple-outlier models with dependence ⋮ Stochastic comparisons on sample extremes from independent or dependent gamma samples ⋮ Stochastic comparisons of parallel and series systems with heterogeneous resilience-scaled components ⋮ Unnamed Item ⋮ Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables ⋮ Ordering results on extremes of scaled random variables with dependence and proportional hazards ⋮ Ordering extremes of interdependent random variables ⋮ Unnamed Item ⋮ On stochastic comparisons of series systems with heterogeneous dependent and independent location-scale family distributed components ⋮ Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors ⋮ NEW ORDERING PROPERTIES OF ORDER STATISTICS FROM DEPENDENT RANDOM VARIABLES ⋮ Ordering extremes of scale random variables under Archimedean copula ⋮ On comparison of two parallel systems having Log–Lindley distributed components

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