HR and RHR orderings of extremes of dependent variables under Archimedean copula

Ghobad Saadat Kia (Barmalzan), Narayanaswamy Balakrishnan, Seyed Masih Ayat and Abbas Akrami

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 13, 4776-4789

Abstract: In this article, we discuss sufficient conditions for the hazard rate order on smallest order statistics for variables with Archimedean survival copula and having modified proportional hazard rates (modified scale) model. We also establish the reversed hazard rate order on largest order statistics from variables with Archimedean copula and having modified proportional reversed hazard rates model. The results established here extend the recent results of Li and Li (2019).

Date: 2024
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DOI: 10.1080/03610926.2023.2189506

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