Journal
STATISTICS
Volume 50, Issue 4, Pages 930-955Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/02331888.2015.1119151
Keywords
Archimedean copula; dispersive order; majorization; proportional hazard rates; star order
Categories
Funding
- STU Scientific Research Foundation for Talents [NTF15002]
Ask authors/readers for more resources
Stochastic comparison on order statistics from heterogeneous-dependent observations has been paid lots of attention recently. This paper devotes to investigating the ordering properties of order statistics from dependent observations. We derive the usual stochastic order for sample minimums and the second smallest order statistic, the dispersive order and the star order for minimums of samples having proportional hazards and Archimedean survival copulas. Similar ordering results are also obtained for maximums and the second largest order statistic of samples having proportional reversed hazards and Archimedean copulas. Several examples illustrating the main results are presented as well.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available