Back to Search Start Over

Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes

Authors :
Foschi Rachele
Nappo Giovanna
Spizzichino Fabio L.
Source :
Dependence Modeling, Vol 9, Iss 1, Pp 394-423 (2021)
Publication Year :
2021
Publisher :
De Gruyter, 2021.

Abstract

As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables T1, ..., Tr. In any case, we assume that T1, ..., Tr are identically distributed, with a common survival function ̄G and their survival copula is denoted by K. The diagonal sections of K, along with ̄G, are possible tools to describe the information needed to recover the laws of order statistics.

Details

Language :
English
ISSN :
23002298
Volume :
9
Issue :
1
Database :
Directory of Open Access Journals
Journal :
Dependence Modeling
Publication Type :
Academic Journal
Accession number :
edsdoj.9f1a29be08644dcab19bbfe5dc3fcc62
Document Type :
article
Full Text :
https://doi.org/10.1515/demo-2021-0119