Ordering properties of order statistics from random variables of Archimedean copulas with applications (Q476248)
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scientific article; zbMATH DE number 6375095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ordering properties of order statistics from random variables of Archimedean copulas with applications |
scientific article; zbMATH DE number 6375095 |
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Ordering properties of order statistics from random variables of Archimedean copulas with applications (English)
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28 November 2014
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Some stochastic ordering properties of the sample extremes and the two adjacent order statistics from random variables with Archimedean copulas are studied in this article, wherein both one sample and two sample scenarios are considered. The orderings considered are the hazard rate ordering, reversed hazard rate ordering, likelihood ratio ordering. Examples are given to illustrate the results and some applications to time transformed exponential model and its dual, auction theory and system reliability are given.
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stochastic orders
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order statistics
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Archimedian copulas
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hazard rate ordering
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likelihood ratio ordering
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majorization
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proportional hazards
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