More on Stochastic Comparisons and Dependence among Concomitants of Order Statistics

Todd Blessinger

Journal of Multivariate Analysis, 2002, vol. 82, issue 2, 367-378

Abstract: For a sample of iid observations {(Xi, Yi)} from an absolutely continuous distribution, the multivariate dependence of concomitants Y[]=(Y[1], Y[2], ..., Y[n]) and the stochastic order of subsets of Y[] are studied. If (X, Y) is totally positive dependent of order 2, Y[] is multivariate totally positive dependent of order 2. If the conditional hazard rate function of Y given X, hY|X(y|x), is decreasing in x for every y, Y[] is multivariate right corner set increasing. And if Y is stochastically increasing in X, the concomitants are increasing in multivariate stochastic order.

Keywords: order; statistics; concomitants; total; positive; dependence; of; order; 2; (TP2); TP2; in; pairs; multivariate; TP2; (multivariate); right; corner; set; increasing; stochastically; increasing (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (1)

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