Stochastic ordering of sample minima from scale proportional hazards random variables under Archimedean copula dependence

MaRDI QIDQ5096720zbMATH OpenFDO

Authors Longxiang Fang, Wenyu Huang, Narayanaswamy Balakrishnan

Publication date 18 August 2022

Full work available at URL http://121.43.60.238/sxwlxbA/EN/abstract/abstract16660.shtml

zbMATH Keywords

Archimedean copulamultivariate chain majorizationscale proportional hazards modelusual stochastic order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Recommendations

• Ordering results on extremes of scaled random variables with dependence and proportional hazards
• Stochastic comparisons on sample extremes of dependent and heterogenous observations
• Stochastic comparisons of order statistics from scaled and interdependent random variables
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• Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables

Cites work

• A note on expected rent in auction theory
• Advertising a second-price auction
• An introduction to copulas.
• Asymptotic reliability theory of \(k\)-out-of-\(n\) systems
• Inequalities: theory of majorization and its applications
• New results on comparisons of parallel systems with heterogeneous gamma components
• On the convex transform and right-spread orders of smallest claim amounts
• Ordering properties of order statistics from heterogeneous populations: a review with an emphasis on some recent developments
• Ordering properties of order statistics from random variables of Archimedean copulas with applications
• Ordering properties of the smallest and largest claim amounts in a general scale model
• Ordering results on extremes of scaled random variables with dependence and proportional hazards
• Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications
• Stochastic comparisons of parallel systems of heterogeneous exponential components
• Stochastic comparisons on sample extremes of dependent and heterogenous observations
• Tail behaviour of consecutive 2-within-\(m\)-out-of-\(n\) systems with nonidentical components
• Weibull distribution: some stochastic comparisons results

Cited in

(8)

• Stochastic precedence and minima among dependent variables
• On the dependence between the extreme order statistics in the proportional hazards model
• Stochastic comparisons on sample extremes of dependent and heterogenous observations
• Stochastic comparisons of order statistics from scaled and interdependent random variables
• Ordering extremes of scale random variables under Archimedean copula
• Stochastic comparisons on sample extremes from independent or dependent gamma samples
• Ordering results on extremes of scaled random variables with dependence and proportional hazards
• On stochastic comparisons of minimum order statistics from the location-scale family of distributions

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