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

Author

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  • Mesfioui Mhamed

    (Département de mathématiques et d’informatique, Université du Québec à Trois-Rivières, Trois-Rivières (Québec), CanadaG9A 5H7)

  • Trufin Julien

    (Department of Mathematics, Université Libre de Bruxelles (ULB), Bruxelles, Belgium)

Abstract

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.

Suggested Citation

  • Mesfioui Mhamed & Trufin Julien, 2021. "Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors," Dependence Modeling, De Gruyter, vol. 9(1), pages 385-393, January.
    • Handle: RePEc:vrs:demode:v:9:y:2021:i:1:p:385-393:n:12
    DOI: 10.1515/demo-2021-0118
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    References listed on IDEAS

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    5. M. Mesfioui & M. Kayid & S. Izadkhah, 2017. "Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 749-766, November.
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