TY - JOUR
T1 - Ordering extremes of interdependent random variables
AU - Fang, Rui
AU - Li, Xiaohu
N1 - Publisher Copyright:
© 2018, © 2018 Taylor & Francis Group, LLC.
PY - 2018/9/2
Y1 - 2018/9/2
N2 - For random variables with Archimedean copula or survival copula, we develop the reversed hazard rate order and the hazard rate order on sample extremes in the context of proportional reversed hazard models and proportional hazard models, respectively. The likelihood ratio order on sample maximum is also investigated for the proportional reversed hazard model. Several numerical examples are presented for illustrations as well.
AB - For random variables with Archimedean copula or survival copula, we develop the reversed hazard rate order and the hazard rate order on sample extremes in the context of proportional reversed hazard models and proportional hazard models, respectively. The likelihood ratio order on sample maximum is also investigated for the proportional reversed hazard model. Several numerical examples are presented for illustrations as well.
KW - Archimedean copula
KW - Hazard rate order
KW - Proportional hazard model
KW - Proportional reversed hazard model
KW - Reversed hazard rate order
UR - http://www.scopus.com/inward/record.url?scp=85032670166&partnerID=8YFLogxK
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U2 - 10.1080/03610926.2017.1371754
DO - 10.1080/03610926.2017.1371754
M3 - Article
AN - SCOPUS:85032670166
SN - 0361-0926
VL - 47
SP - 4187
EP - 4201
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
IS - 17
ER -