Stochastic somparisons of order statistics from scaled and interdependent random variables

Chen Li, Rui Fang and Xiaohu Li ()
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Chen Li: Xiamen University
Rui Fang: Shantou University
Xiaohu Li: Stevens Institute of Technology

Metrika: International Journal for Theoretical and Applied Statistics, 2016, vol. 79, issue 5, No 4, 553-578

Abstract: 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 (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (10)

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DOI: 10.1007/s00184-015-0567-3

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