Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors

Mesfioui Mhamed and Trufin Julien
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Mesfioui Mhamed: Département de mathématiques et d’informatique, Université du Québec à Trois-Rivières, Trois-Rivières (Québec), Canada G9A 5H7
Trufin Julien: Department of Mathematics, Université Libre de Bruxelles (ULB), Bruxelles, Belgium

Dependence Modeling, 2021, vol. 9, issue 1, 385-393

Abstract: In this paper, we investigate sufficient conditions for preservation property of the dispersive order for the smallest and largest order statistics of homogeneous dependent random vectors. Moreover, we establish sufficient conditions for ordering with the dispersive order the largest order statistics from dependent homogeneous samples of different sizes.

Keywords: Dispersive order; copulas; Archimedean copulas; extreme order statistics (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:demode:v:9:y:2021:i:1:p:385-393:n:12

DOI: 10.1515/demo-2021-0118

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