Stochastic somparisons of order statistics from scaled and interdependent random variables

Chen Li; Rui Fang; Xiaohu Li

doi:10.1007/s00184-015-0567-3

Stochastic somparisons of order statistics from scaled and interdependent random variables

Chen Li, Rui Fang, Xiaohu Li

Department of Mathematical Sciences

Research output: Contribution to journal › Article › peer-review

38 Scopus citations

Abstract

This paper studies order statistics from random variables following the scale model. In the presence of the Archimedean copula or survival copula for the random variables, we obtain the usual stochastic order of the sample extremes and the second smallest order statistic, the dispersive order and the star order of the sample extremes.

Original language	English
Pages (from-to)	553-578
Number of pages	26
Journal	Metrika
Volume	79
Issue number	5
DOIs	https://doi.org/10.1007/s00184-015-0567-3
State	Published - 1 Jul 2016

Keywords

Archimedean copula
DHR
DRHR
Majorization
Stochastic order

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10.1007/s00184-015-0567-3

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title = "Stochastic somparisons of order statistics from scaled and interdependent random variables",

abstract = "This paper studies order statistics from random variables following the scale model. In the presence of the Archimedean copula or survival copula for the random variables, we obtain the usual stochastic order of the sample extremes and the second smallest order statistic, the dispersive order and the star order of the sample extremes.",

keywords = "Archimedean copula, DHR, DRHR, Majorization, Stochastic order",

author = "Chen Li and Rui Fang and Xiaohu Li",

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T1 - Stochastic somparisons of order statistics from scaled and interdependent random variables

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AU - Fang, Rui

AU - Li, Xiaohu

PY - 2016/7/1

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N2 - This paper studies order statistics from random variables following the scale model. In the presence of the Archimedean copula or survival copula for the random variables, we obtain the usual stochastic order of the sample extremes and the second smallest order statistic, the dispersive order and the star order of the sample extremes.

AB - This paper studies order statistics from random variables following the scale model. In the presence of the Archimedean copula or survival copula for the random variables, we obtain the usual stochastic order of the sample extremes and the second smallest order statistic, the dispersive order and the star order of the sample extremes.

KW - Archimedean copula

KW - DHR

KW - DRHR

KW - Majorization

KW - Stochastic order

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SP - 553

EP - 578

JO - Metrika

JF - Metrika

IS - 5

ER -

Stochastic somparisons of order statistics from scaled and interdependent random variables

Abstract

Keywords

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