Stochastic comparisons on sample extremes of dependent and heterogenous observations

Rui Fang, Chen Li, Xiaohu Li

Research output: Contribution to journalArticlepeer-review

50 Scopus citations

Abstract

Stochastic comparison on order statistics from heterogeneous-dependent observations has been paid lots of attention recently. This paper devotes to investigating the ordering properties of order statistics from dependent observations. We derive the usual stochastic order for sample minimums and the second smallest order statistic, the dispersive order and the star order for minimums of samples having proportional hazards and Archimedean survival copulas. Similar ordering results are also obtained for maximums and the second largest order statistic of samples having proportional reversed hazards and Archimedean copulas. Several examples illustrating the main results are presented as well.

Original languageEnglish
Pages (from-to)930-955
Number of pages26
JournalStatistics
Volume50
Issue number4
DOIs
StatePublished - 3 Jul 2016

Keywords

  • Archimedean copula
  • dispersive order
  • majorization
  • proportional hazard rates
  • star order

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