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More on Stochastic Comparisons and Dependence among Concomitants of Order Statistics

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  • Blessinger, Todd

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.

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  • Blessinger, Todd, 2002. "More on Stochastic Comparisons and Dependence among Concomitants of Order Statistics," Journal of Multivariate Analysis, Elsevier, vol. 82(2), pages 367-378, August.
    • Handle: RePEc:eee:jmvana:v:82:y:2002:i:2:p:367-378
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    References listed on IDEAS

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    1. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 467-498, December.
    2. Barlow, Richard E. & Proschan, Frank, 1975. "Importance of system components and fault tree events," Stochastic Processes and their Applications, Elsevier, vol. 3(2), pages 153-173, April.
    3. Khaledi, Baha-Eldin & Kochar, Subhash, 2000. "Stochastic Comparisons and Dependence among Concomitants of Order Statistics," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 262-281, May.
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    Cited by:

    1. Bairamov, Ismihan & Khaledi, Baha-Eldin & Shaked, Moshe, 2014. "Stochastic comparisons of order statistics and their concomitants," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 105-115.

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