Dependence orderings for generalized order statistics

Baha-Eldin Khaledi and Subhash Kochar

Statistics & Probability Letters, 2005, vol. 73, issue 4, 357-367

Abstract: Generalized order statistics (gOSs) unify the study of order statistics, record values, k-records, Pfeifer's records and several other cases of ordered random variables. In this paper we consider the problem of comparing the degree of dependence between a pair of gOSs thus extending the recent work of Avérous et al. [2005. J. Multivariate Anal. 94, 159-171]. It is noticed that as in the case of ordinary order statistics, copula of gOSs is independent of the parent distribution. For this comparison we consider the notion of more regression dependence or more stochastic increasing. It follows that under some conditions, for i

Keywords: Dispersive; ordering; Pure; birth; process; Exponential; distribution; Kendall's; tau; Monotone; regression; dependence; Stochastic; increasingness; Record; values (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (12)

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