Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence
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Publication:2132051
DOI10.1007/S42952-021-00109-5zbMath1493.62255OpenAlexW3134458327MaRDI QIDQ2132051
Hamzeh Torabi, Hossein Nadeb, Ali Dolati
Publication date: 27 April 2022
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42952-021-00109-5
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)
Related Items (3)
Ordering results for the smallest (largest) and the second smallest (second largest) order statistics of dependent and heterogeneous random variables ⋮ Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios ⋮ Stochastic comparisons of lifetimes of fail-safe systems with dependent and heterogeneous components under random shocks
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