Joint weak hazard rate order under non-symmetric copulas

被引：5

作者：

Pellerey, Franco ^{[1
]}

Spizzichino, Fabio ^{[2
]}

机构：

[1] Politecn Torino, Dipartimento Sci Matemat, Corso Duca Abruzzi 24, I-10129 Turin, Italy

[2] Univ Roma La Sapienza, Dipartimento Matemat, PA Moro 5, I-00185 Rome, Italy

来源：

DEPENDENCE MODELING | 2016年 / 4卷 / 01期

关键词：

stochastic orders; copulas; dependence notions; generalized supermigrativity;

D O I：

10.1515/demo-2016-0010

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A weak version of the joint hazard rate order, useful to stochastically compare not independent random variables, has been recently defined and studied in [4]. In the present paper, further results on this order are proved and discussed. In particular, some statements dealing with the relationships between the joint weak hazard rate order and other stochastic orders are generalized to the case of non symmetric copulas, and its relations with some multivariate aging notions (studied in [2]) are presented. For this purpose, the new notions of Generalized Supermigrative and Generalized Submigrative copulas are defined. Other new results, examples and discussions are provided as well.

引用

页码：190 / 204

页数：15

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