Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables

DOI10.1016/j.spl.2018.11.005zbMath1412.62054OpenAlexW2900582708MaRDI QIDQ1726852

Xiaohu Li, Chen Li

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.11.005

zbMATH Keywords

weak supermajorizationscale modelArchimedean copulasurvival copulasdecreasing hazard rateproportional hazard rates

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Reliability and life testing (62N05)

Related Items (8)

Ordering results of extreme order statistics from dependent and heterogeneous modified proportional (reversed) hazard variables ⋮ Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence ⋮ Stochastic comparisons of series and parallel systems with dependent and heterogeneous Topp-Leone generated components ⋮ Stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components ⋮ Ordering results for the smallest (largest) and the second smallest (second largest) order statistics of dependent and heterogeneous random variables ⋮ Ordering and aging properties of systems with dependent components governed by the Archimedean copula ⋮ Stochastic comparison of the second-largest order statistics from heterogeneous models ⋮ Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples

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