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On the skewness of extreme order statistics from heterogeneous samples

Author

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  • Weiyong Ding
  • Jiaxin Yang
  • Xiaoliang Ling

Abstract

The effect of heterogeneity on order statistics has attracted much attention in recent decades. In this paper, we study the skewness of extreme order statistics from heterogeneous samples in the scale models according to star ordering. It is shown that, without any restriction on the scale parameters, the skewness of extreme order statistics from heterogeneous samples is larger than that from homogeneous samples. We further extend this study to the multiple-outlier scale models. Some examples and applications are highlighted as well.

Suggested Citation

  • Weiyong Ding & Jiaxin Yang & Xiaoliang Ling, 2017. "On the skewness of extreme order statistics from heterogeneous samples," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(5), pages 2315-2331, March.
  • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:5:p:2315-2331
    DOI: 10.1080/03610926.2015.1041984
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    Cited by:

    1. Nil Kamal Hazra & Mithu Rani Kuiti & Maxim Finkelstein & Asok K. Nanda, 2018. "On stochastic comparisons of minimum order statistics from the location–scale family of distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(2), pages 105-123, February.
    2. Hazra, Nil Kamal & Kuiti, Mithu Rani & Finkelstein, Maxim & Nanda, Asok K., 2017. "On stochastic comparisons of maximum order statistics from the location-scale family of distributions," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 31-41.

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