TY - JOUR
T1 - Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables
AU - Li, Chen
AU - Li, Xiaohu
N1 - Publisher Copyright:
© 2018 Elsevier B.V.
PY - 2019/3
Y1 - 2019/3
N2 - We develop sufficient conditions for the hazard rate order on minimums of sample with Archimedean survival copulas and having proportional hazard rates or scales, and the reversed hazard rate order on maximums of sample with Archimedean copulas and have proportional reversed hazard rates, respectively. Also, we present applications of the hazard rate order on sample minimums in engineering reliability and actuarial risk.
AB - We develop sufficient conditions for the hazard rate order on minimums of sample with Archimedean survival copulas and having proportional hazard rates or scales, and the reversed hazard rate order on maximums of sample with Archimedean copulas and have proportional reversed hazard rates, respectively. Also, we present applications of the hazard rate order on sample minimums in engineering reliability and actuarial risk.
KW - Archimedean copula
KW - Decreasing hazard rate
KW - Proportional hazard rates
KW - Scale model
KW - Weak supermajorization
UR - http://www.scopus.com/inward/record.url?scp=85057165607&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85057165607&partnerID=8YFLogxK
U2 - 10.1016/j.spl.2018.11.005
DO - 10.1016/j.spl.2018.11.005
M3 - Article
AN - SCOPUS:85057165607
SN - 0167-7152
VL - 146
SP - 104
EP - 111
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
ER -