DEPENDENCE, DISPERSIVENESS, AND MULTIVARIATE HAZARD RATE ORDERING

DOI10.1017/S0269964805050278zbMath1336.60031OpenAlexW2125033923MaRDI QIDQ2808357

Baha-Eldin Khaledi, Subhash C. Kochar

Publication date: 23 May 2016

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964805050278

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

Related Items (10)

Hazard Rate Properties of Systems with Two Components ⋮ Stochastic orders and multivariate measures of risk contagion ⋮ Comparison of increasing directionally convex transformations of random vectors with a common copula ⋮ On the comparison in hazard rate ordering of fail-safe systems ⋮ On multivariate dispersion orderings based on the standard construction ⋮ New multivariate orderings based on conditional distributions ⋮ Some new results on multivariate dispersive ordering of generalized order statistics ⋮ MODELS BASED ON PARTIAL INFORMATION ABOUT SURVIVAL AND HAZARD GRADIENT ⋮ Multivariate dispersive ordering of spacings of generalized order statistics ⋮ Comparison of conditional distributions in portfolios of dependent risks

Cites Work

• Moment inequalities for order statistics from ordered families of distributions
• Dispersive ordering and the total time on test transformation
• Some comments on the hazard gradient
• Multivariate dispersion orderings
• A multivariate dispersion ordering based on quantiles more widely separated
• Multivariate hazard rate orders
• Bivariate dependence properties of order statistics
• New properties and characterizations of the dispersive ordering
• On tail-ordering and comparison of failure rates
• Uniform representations of bivariate distributions
• On the quantiles of the gamma and F distributions
• GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES
• Stochastic Comparison of Random Vectors with a Common Copula

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