Stochastic comparisons of order statistics from scaled and interdependent random variables
From MaRDI portal
Publication:300522
DOI10.1007/s00184-015-0567-3zbMath1357.62207OpenAlexW2287170126MaRDI QIDQ300522
Publication date: 28 June 2016
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-015-0567-3
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Reliability and life testing (62N05)
Related Items
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 ⋮ Orderings of extremes dependent modified proportional hazard and modified proportional reversed hazard variables under Archimedean copula ⋮ On stochastic comparisons of maximum order statistics from the location-scale family of distributions ⋮ On ordering parallel systems with two components having Marshall/Olkin-type lifetime distribution ⋮ Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims ⋮ Stochastic comparisons of second-order statistics from dependent and heterogenous modified proportional hazard rate observations ⋮ Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters ⋮ Weak aging properties for coherent systems with statistically dependent component lifetimes ⋮ On \(k\)-out-of-\(n\) systems with homogeneous components and one independent cold standby redundancy ⋮ Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model ⋮ Stochastic comparisons on extreme order statistics from observations associated by FGM copula ⋮ Stochastic comparisons of series and parallel systems with dependent log-logistic components ⋮ Two-sample nonparametric test for proportional reversed hazards ⋮ Stochastic comparison of the second-largest order statistics from heterogeneous models ⋮ Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples ⋮ Stochastic comparisons on sample extremes from independent or dependent gamma samples ⋮ Stochastic comparisons of parallel and series systems with heterogeneous resilience-scaled components ⋮ Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables ⋮ Ordering results on extremes of scaled random variables with dependence and proportional hazards ⋮ Ordering extremes of interdependent random variables ⋮ On stochastic comparisons of minimum order statistics from the location-scale family of distributions ⋮ On stochastic comparisons of series systems with heterogeneous dependent and independent location-scale family distributed components ⋮ Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors ⋮ NEW ORDERING PROPERTIES OF ORDER STATISTICS FROM DEPENDENT RANDOM VARIABLES ⋮ Ordering extremes of scale random variables under Archimedean copula ⋮ On comparison of two parallel systems having Log–Lindley distributed components
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Ordering properties of order statistics from random variables of Archimedean copulas with applications
- Stochastic comparisons of order statistics from gamma distributions
- Stochastic comparisons of order statistics in the scale model
- An introduction to copulas.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Advertising a second-price auction
- Ordering properties of convolutions of exponential random variables
- Stochastic comparisons of parallel systems of heterogeneous exponential components
- Stochastic orders in reliability and risk. In honor of Professor Moshe Shaked. Based on the talks presented at the international workshop on stochastic orders in reliability and risk management, SORR2011, Xiamen, China, June 27--29, 2011
- Stochastic comparisons of order statistics and spacings: a review
- Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components
- Likelihood ratio order of sample minimum from heterogeneous Weibull random variables
- Life distributions. Structure of nonparametric, semiparametric, and parametric families.
- A note on expected rent in auction theory
- Weibull distribution: some stochastic comparisons results
- Some new results on stochastic comparisons of parallel systems
- Comparisons of series and parallel systems with components sharing the same copula
- INTRINSIC AGING AND CLASSES OF NONPARAMETRIC DISTRIBUTIONS
- Order Statistics
- ORDERING PROPERTIES OF ORDER STATISTICS FROM HETEROGENEOUS POPULATIONS: A REVIEW WITH AN EMPHASIS ON SOME RECENT DEVELOPMENTS
- Inequalities: theory of majorization and its applications
- Dispersive ordering among linear combinations of uniform random variables