Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 4187-4201 |
| Number of pages | 15 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 47 |
| Issue number | 17 |
| DOIs | |
| State | Published - 2 Sep 2018 |
Keywords
- Archimedean copula
- Hazard rate order
- Proportional hazard model
- Proportional reversed hazard model
- Reversed hazard rate order
Fingerprint
Dive into the research topics of 'Ordering extremes of interdependent random variables'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver