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Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence.

Authors :
Nadeb, Hossein
Torabi, Hamzeh
Dolati, Ali
Source :
Journal of the Korean Statistical Society; Dec2021, Vol. 50 Issue 4, p1147-1163, 17p
Publication Year :
2021

Abstract

In this paper, we provide some general results for the usual stochastic ordering of the extreme order statistics arising from two sets of random variables with different marginal distributions and different underlying Archimedean copulas structure. Application to some general models as marginal distributions which are including the well-known semiparametric family of distributions in statistics, is discussed. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
12263192
Volume :
50
Issue :
4
Database :
Supplemental Index
Journal :
Journal of the Korean Statistical Society
Publication Type :
Academic Journal
Accession number :
153786357
Full Text :
https://doi.org/10.1007/s42952-021-00109-5