Ordering results on extremes of scaled random variables with dependence and proportional hazards. Issue 2 (4th March 2018)

• Record Type: Journal Article
• Authors: Fang, Rui; Li, Chen; Li, Xiaohu
• Is Part Of: Statistics. Volume 52:Issue 2(2018)
• Page Start: 458
• Page End: 478
• Publication Date: 2018-03-04
• Subjects: Archimedean copula -- dispersive order -- DRHR -- hazard rate order -- IHR -- majorization -- proportional hazards model; Primary: 60E15 -- Secondary: 62G30; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2018.1425998
• Languages: English
• ISSNs: 0233-1888

Abstract

ABSTRACT: This study deals with random variables equipped with Archimedean copulas and following scale proportional hazards (SPHs) or revered hazards models. We build the usual stochastic order both between minimums of two SPHs samples with Archimedean survival copulas and between maximums from two scale proportional reversed hazards (PRHs) samples with Archimedean copulas. The hazard rate order between minimums of independent SPHs samples and the reversed hazard rate order between maximums of independent scale PRHs samples are both derived. Also we have a discussion on the dispersive order between minimums from samples with a common Archimedean survival copula. The present results either generalize or improve some related ones in the recent literature.