Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors

In this paper, we investigate sufficient conditions for preservation property of the dispersive order for the smallest and largest order statistics of homogeneous dependent random vectors. Moreover, we establish sufficient conditions for ordering with the dispersive order the largest order statistic...

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Bibliographic Details
Published in:Dependence modeling 2021-12, Vol.9 (1), p.385-393
Main Authors: Mesfioui, Mhamed, Trufin, Julien
Format: Article
Language:English
Subjects:
60E15
62G30
62H05
Archimedean copulas
copulas
Dispersive order
extreme order statistics
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Summary:In this paper, we investigate sufficient conditions for preservation property of the dispersive order for the smallest and largest order statistics of homogeneous dependent random vectors. Moreover, we establish sufficient conditions for ordering with the dispersive order the largest order statistics from dependent homogeneous samples of different sizes.
ISSN:2300-2298
2300-2298
DOI:10.1515/demo-2021-0118