TY - JOUR
T1 - Ordering properties of order statistics from random variables of Archimedean copulas with applications
AU - Li, Xiaohu
AU - Fang, Rui
N1 - Publisher Copyright:
© 2014 Elsevier Inc.
PY - 2015/1/1
Y1 - 2015/1/1
N2 - Ordering properties on order statistics from heterogeneous observations have been paid lots of attention. This article devotes to investigating the ordering properties on order statistics from statistically dependent observations. We build the likelihood ratio order and the (reversed) hazard rate order of the extremal values and their adjacent order statistics. Also, some applications of our comparison results in TTE model and its dual version, auction theory and k-out-of-. n reliability systems are presented.
AB - Ordering properties on order statistics from heterogeneous observations have been paid lots of attention. This article devotes to investigating the ordering properties on order statistics from statistically dependent observations. We build the likelihood ratio order and the (reversed) hazard rate order of the extremal values and their adjacent order statistics. Also, some applications of our comparison results in TTE model and its dual version, auction theory and k-out-of-. n reliability systems are presented.
KW - Hazard rate order
KW - Likelihood ratio order
KW - Majorization
KW - Proportional hazards
UR - http://www.scopus.com/inward/record.url?scp=84910049419&partnerID=8YFLogxK
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U2 - 10.1016/j.jmva.2014.09.016
DO - 10.1016/j.jmva.2014.09.016
M3 - Article
AN - SCOPUS:84910049419
SN - 0047-259X
VL - 133
SP - 304
EP - 320
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
ER -