Orderings of extremes from dependent Gaussian variables with Archimedean copula under simple tree order restrictions

DOI10.1080/02331888.2022.2032064zbMath1493.62253OpenAlexW4212985648MaRDI QIDQ5064929

Longxiang Fang, Shuai Zhang, Jinling Lu, Narayanaswamy Balakrishnan

Publication date: 17 March 2022

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2022.2032064

zbMATH Keywords

normal distributionArchimedean copulahazard rate orderreversed hazard rate ordersimple tree order restriction

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sampling theory, sample surveys (62D05) Order statistics; empirical distribution functions (62G30)

Cites Work

• Unnamed Item
• A note on Slepian's inequality based on majorization
• Slepian's inequality with respect to majorization
• An introduction to copulas.
• Stochastic orders
• Order statistics: applications
• Order statistics: theory \& methods
• Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula
• Inequalities for Gaussian random variables under Archimedean copula dependence

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