Stochastic comparisons and dependence among concomitants of order statistics

DOI10.1006/jmva.1999.1882zbMath0953.62048OpenAlexW2056323254MaRDI QIDQ1578061

Subhash C. Kochar, Baha-Eldin Khaledi

Publication date: 4 January 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1882

zbMATH Keywords

stochastic orderingassociated random variablesdispersive orderinghazard rate orderingdependence by reverse regular ruledependence by total positivityright corner increasing

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Reliability and life testing (62N05)

Related Items (11)

``Weak stochastic orderings and dependence measures ⋮ Stochastic comparisons of order statistics and their concomitants ⋮ Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours ⋮ Further developments on sufficient conditions for negative dependence of random variables. ⋮ Concomitants in a Sequence of Independent Nonidentically Distributed Random Vectors ⋮ Capital Allocation Using the Bootstrap ⋮ More on stochastic comparisons and dependence among concomitants of order statistics ⋮ An application of Kendall distributions and alternative dependence measures: SPX vs. VIX ⋮ Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes ⋮ Multivariate dependence of spacings of generalized order statistics ⋮ REGRESSION DEPENDENCE IN LATENT VARIABLE MODELS

Cites Work

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• On tail-ordering and comparison of failure rates
• Bivariate characterization of some stochastic order relations
• The asymptotic theory of concomitants of order statistics
• A Family of Concepts of Dependence for Bivariate Distributions
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