Ordering properties of order statistics from random variables of Archimedean copulas with applications

59Citations
Citations of this article
14Readers
Mendeley users who have this article in their library.

This article is free to access.

Abstract

Ordering properties on order statistics from heterogeneous observations have been paid lots of attention. This article devotes to investigating the ordering properties on order statistics from statistically dependent observations. We build the likelihood ratio order and the (reversed) hazard rate order of the extremal values and their adjacent order statistics. Also, some applications of our comparison results in TTE model and its dual version, auction theory and k-out-of-. n reliability systems are presented.

Cite

CITATION STYLE

APA

Li, X., & Fang, R. (2015). Ordering properties of order statistics from random variables of Archimedean copulas with applications. Journal of Multivariate Analysis, 133, 304–320. https://doi.org/10.1016/j.jmva.2014.09.016

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free