Ordering properties of order statistics from random variables of Archimedean copulas with applications
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Publication:476248
DOI10.1016/J.JMVA.2014.09.016zbMATH Open1327.60051OpenAlexW2018398199MaRDI QIDQ476248FDOQ476248
Publication date: 28 November 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.09.016
Recommendations
- Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence
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order statisticsmajorizationproportional hazardsstochastic ordershazard rate orderinglikelihood ratio orderingArchimedian copulas
Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Inequalities; stochastic orderings (60E15) Reliability, availability, maintenance, inspection in operations research (90B25)
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Cited In (60)
- HR and RHR orderings of extremes of dependent variables under Archimedean copula
- Stochastic comparisons of series and parallel systems with dependent Burr type XII components
- On multivariate orderings of some general ordered random vectors
- Stochastic comparisons of the smallest claim amounts from two heterogeneous portfolios following exponentiated Weibull distribution
- Ordering properties of the smallest order statistic from Weibull-G random variables
- Orderings and ageing of reliability systems with dependent components under Archimedian copulas
- Ordering results between extreme order statistics in models with dependence defined by Archimedean [survival] copulas
- Stochastic comparisons of fail-safe systems comprising dependent components with Archimedean copula as joint distribution
- Some new ordering results for parallel and series systems with dependent heterogeneous exponentiated Weibull components
- Orderings of extreme order statistics with Archimedean copula and powered Gompertz random variables
- Stochastic comparison of the second-order statistics arising from exponentiated location-scale model
- Ordering and ageing properties of developed sequential order statistics governed by the Archimedean copula
- Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components
- Stochastic comparisons on sample extremes from independent or dependent gamma samples
- NEW ORDERING PROPERTIES OF ORDER STATISTICS FROM DEPENDENT RANDOM VARIABLES
- Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables
- Stochastic comparisons on sample extremes of dependent and heterogenous observations
- Stochastic comparisons of series and parallel systems with dependent log-logistic components
- 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
- Stochastic comparisons of series and parallel systems with dependent heterogeneous extended exponential components under Archimedean copula
- On comparison of two parallel systems having Log–Lindley distributed components
- Ordering properties of the smallest and largest lifetimes in Gompertz–Makeham model
- Stochastic comparisons of parallel systems with starting devices
- Ordering and aging properties of systems with dependent components governed by the Archimedean copula
- Inequalities for Gaussian random variables under Archimedean copula dependence
- Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples
- Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
- Stochastic comparisons of order statistics from scaled and interdependent random variables
- On stochastic dependence in residual lifetime and inactivity time with some applications
- Ordering results on extremes of scaled random variables with dependence and proportional hazards
- 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
- Stochastic comparisons of series and parallel systems with dependent and heterogeneous Topp-Leone generated components
- Some ordering properties of series and parallel systems with dependent component lifetimes
- On reliability analysis in k -out-of- n systems under Archimedean copula dependence
- Ordering properties of the second smallest and the second largest order statistics from a general semiparametric family of distributions
- Optimal grouping of heterogeneous components in series and parallel systems under Archimedean copula dependence
- Optimal grouping of heterogeneous components in series-parallel and parallel-series systems under Archimedean copula dependence
- Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors
- Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula
- Stochastic ordering of sample minima from scale proportional hazards random variables under Archimedean copula dependence
- Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims
- Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims
- Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound
- On stochastic comparisons of series systems with heterogeneous dependent and independent location-scale family distributed components
- Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model
- Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
- Stochastic comparisons of parallel and series systems with heterogeneous resilience-scaled components
- Stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components
- Ordering extremes of scale random variables under Archimedean copula
- Stochastic comparisons on extreme order statistics from observations associated by FGM copula
- Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions
- Stochastic comparison of the second-largest order statistics from heterogeneous models
- On variability of series and parallel systems with heterogeneous components
- Stochastic comparisons of series-parallel and parallel-series systems with dependence between components and also of subsystems
- Ordering results for the smallest (largest) and the second smallest (second largest) order statistics of dependent and heterogeneous random variables
- Ordering extremes of interdependent random variables
- Orderings of extremes dependent modified proportional hazard and modified proportional reversed hazard variables under Archimedean copula
- Distribution bounds for order statistics when eachk-tuple has the same piecewise uniform copula
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