Ordering extremes of interdependent random variables

DOI10.1080/03610926.2017.1371754OpenAlexW2752411488MaRDI QIDQ5154067

Rui Fang, Xiaohu Li

Publication date: 1 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1371754

zbMATH Keywords

proportional hazard modelArchimedean copulahazard rate orderreversed hazard rate orderproportional reversed hazard model

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Reliability and life testing (62N05)

Related Items (6)

Ordering results of second order statistics from random and non-random number of random variables with Archimedean copulas ⋮ Stochastic comparison of parallel systems with Pareto components ⋮ Orderings of extremes dependent modified proportional hazard and modified proportional reversed hazard variables under Archimedean copula ⋮ On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution ⋮ On stochastic comparisons of minimum order statistics from the location-scale family of distributions ⋮ Ordering extremes of scale random variables under Archimedean copula

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