Stochastic comparisons on sample extremes of dependent and heterogenous observations. Issue 4 (3rd July 2016)

• Record Type: Journal Article
• Authors: Fang, Rui; Li, Chen; Li, Xiaohu
• Is Part Of: Statistics. Volume 50:Issue 4(2016)
• Page Start: 930
• Page End: 955
• Publication Date: 2016-07-03
• Subjects: Archimedean copula -- dispersive order -- majorization -- proportional hazard rates -- star order; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2015.1119151
• Languages: English
• ISSNs: 0233-1888

Abstract

Abstract : Stochastic comparison on order statistics from heterogeneous-dependent observations has been paid lots of attention recently. This paper devotes to investigating the ordering properties of order statistics from dependent observations. We derive the usual stochastic order for sample minimums and the second smallest order statistic, the dispersive order and the star order for minimums of samples having proportional hazards and Archimedean survival copulas. Similar ordering results are also obtained for maximums and the second largest order statistic of samples having proportional reversed hazards and Archimedean copulas. Several examples illustrating the main results are presented as well.