Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors

DOI10.1515/demo-2021-0118zbMath1493.62254OpenAlexW4205746855MaRDI QIDQ2063755

Julien Trufin, M'hamed Mesfioui

Publication date: 3 January 2022

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2021-0118

zbMATH Keywords

copulasdispersive orderArchimedean copulasextreme order statistics

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Ordering results for the smallest (largest) and the second smallest (second largest) order statistics of dependent and heterogeneous random variables

Cites Work

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