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Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula

Author

Listed:
  • M. Mesfioui

    (Université du Québec à Trois-Rivières)

  • M. Kayid

    (King Saud University)

  • S. Izadkhah

    (University of Kurdistan)

Abstract

This article is devoted to characterize several ordering properties of the maximum order statistic of heterogenous random variables with an Archimedean copula. Some examples are also included to illustrate the obtained results.

Suggested Citation

  • M. Mesfioui & M. Kayid & S. Izadkhah, 2017. "Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 749-766, November.
    • Handle: RePEc:spr:metrik:v:80:y:2017:i:6:d:10.1007_s00184-017-0626-z
    DOI: 10.1007/s00184-017-0626-z
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    References listed on IDEAS

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    1. Kochar, Subhash & Rojo, Javier, 1996. "Some New Results on Stochastic Comparisons of Spacings from Heterogeneous Exponential Distributions," Journal of Multivariate Analysis, Elsevier, vol. 59(2), pages 272-281, November.
    2. Rezapour, Mohsen & Alamatsaz, Mohammad Hossein, 2014. "Stochastic comparison of lifetimes of two (n−k+1)-out-of-n systems with heterogeneous dependent components," Journal of Multivariate Analysis, Elsevier, vol. 130(C), pages 240-251.
    3. Peng Zhao & Yiying Zhang, 2014. "On the maxima of heterogeneous gamma variables with different shape and scale parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(6), pages 811-836, August.
    4. Balakrishnan, N. & Zhao, Peng, 2013. "Hazard rate comparison of parallel systems with heterogeneous gamma components," Journal of Multivariate Analysis, Elsevier, vol. 113(C), pages 153-160.
    5. Zhao, Peng & Balakrishnan, N., 2014. "A stochastic inequality for the largest order statistics from heterogeneous gamma variables," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 145-150.
    6. Ebrahim Amini-Seresht & Jianfei Qiao & Yiying Zhang & Peng Zhao, 2016. "On the skewness of order statistics in multiple-outlier PHR models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(7), pages 817-836, October.
    7. Li, Xiaohu & Fang, Rui, 2015. "Ordering properties of order statistics from random variables of Archimedean copulas with applications," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 304-320.
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    Cited by:

    1. Ariyafar, Saeed & Tata, Mahbanoo & Rezapour, Mohsen & Madadi, Mohsen, 2020. "Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
    2. Sangita Das & Suchandan Kayal, 2020. "Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(8), pages 869-893, November.
    3. Mesfioui Mhamed & Trufin Julien, 2021. "Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors," Dependence Modeling, De Gruyter, vol. 9(1), pages 385-393, January.

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