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On the dependence between the extreme order statistics in the proportional hazards model

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  • Dolati, Ali
  • Genest, Christian
  • Kochar, Subhash C.

Abstract

Let X1,...,Xn be a random sample from an absolutely continuous distribution with non-negative support, and let Y1,...,Yn be mutually independent lifetimes with proportional hazard rates. Let also X(1)

Suggested Citation

  • Dolati, Ali & Genest, Christian & Kochar, Subhash C., 2008. "On the dependence between the extreme order statistics in the proportional hazards model," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 777-786, May.
    • Handle: RePEc:eee:jmvana:v:99:y:2008:i:5:p:777-786
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    References listed on IDEAS

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    1. Boland, Philip J. & Hollander, Myles & Joag-Dev, Kumar & Kochar, Subhash, 1996. "Bivariate Dependence Properties of Order Statistics," Journal of Multivariate Analysis, Elsevier, vol. 56(1), pages 75-89, January.
    2. George Kimeldorf & Allan Sampson, 1989. "A framework for positive dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(1), pages 31-45, March.
    3. Marco Scarsini, 1984. "On measures of concordance," Post-Print hal-00542380, HAL.
    4. Avérous, Jean & Genest, Christian & C. Kochar, Subhash, 2005. "On the dependence structure of order statistics," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 159-171, May.
    5. Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2006. "Some positive dependence stochastic orders," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 46-78, January.
    6. Takemi Yanagimoto & Masashi Okamoto, 1969. "Partial orderings of permutations and monotonicity of a rank correlation statistic," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 489-506, December.
    7. Kochar, Subhash C & Korwar, Ramesh, 1996. "Stochastic Orders for Spacings of Heterogeneous Exponential Random Variables," Journal of Multivariate Analysis, Elsevier, vol. 57(1), pages 69-83, April.
    8. Kochar, Subhash & Rojo, Javier, 1996. "Some New Results on Stochastic Comparisons of Spacings from Heterogeneous Exponential Distributions," Journal of Multivariate Analysis, Elsevier, vol. 59(2), pages 272-281, November.
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    Cited by:

    1. Moshe Shaked & Miguel A. Sordo & Alfonso Suárez-Llorens, 2012. "Global Dependence Stochastic Orders," Methodology and Computing in Applied Probability, Springer, vol. 14(3), pages 617-648, September.
    2. Navarro, Jorge & Balakrishnan, N., 2010. "Study of some measures of dependence between order statistics and systems," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 52-67, January.
    3. Genest, Christian & Kochar, Subhash C. & Xu, Maochao, 2009. "On the range of heterogeneous samples," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1587-1592, September.

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