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