Joint weak hazard rate order under non-symmetric copulas
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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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De Gruyter
2016-10-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2016-0010 |
| _version_ | 1819135377994153984 |
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| author | Pellerey Franco Spizzichino Fabio |
| author_facet | Pellerey Franco Spizzichino Fabio |
| author_sort | Pellerey Franco |
| collection | DOAJ |
| description | 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
jointweak 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. |
| first_indexed | 2024-12-22T10:18:08Z |
| format | Article |
| id | doaj.art-635265aad3194b6b8123875e3e918970 |
| institution | Directory Open Access Journal |
| issn | 2300-2298 |
| language | English |
| last_indexed | 2024-12-22T10:18:08Z |
| publishDate | 2016-10-01 |
| publisher | De Gruyter |
| record_format | Article |
| series | Dependence Modeling |
| spelling | doaj.art-635265aad3194b6b8123875e3e9189702022-12-21T18:29:42ZengDe GruyterDependence Modeling2300-22982016-10-014110.1515/demo-2016-0010demo-2016-0010Joint weak hazard rate order under non-symmetric copulasPellerey Franco0Spizzichino Fabio1Dipartimento di Scienze Matematiche, Politecnico di Torino, Corso Duca degli Abruzzi 24, I-10129 Torino, ItalyDipartimento di Matematica, Universitá La Sapienza, P.A. Moro 5, I-00185 Roma, ItalyA 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 jointweak 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.https://doi.org/10.1515/demo-2016-0010stochastic orders copulas dependence notionsgeneralized supermigrativity |
| spellingShingle | Pellerey Franco Spizzichino Fabio Joint weak hazard rate order under non-symmetric copulas Dependence Modeling stochastic orders copulas dependence notions generalized supermigrativity |
| title | Joint weak hazard rate order under
non-symmetric copulas |
| title_full | Joint weak hazard rate order under
non-symmetric copulas |
| title_fullStr | Joint weak hazard rate order under
non-symmetric copulas |
| title_full_unstemmed | Joint weak hazard rate order under
non-symmetric copulas |
| title_short | Joint weak hazard rate order under
non-symmetric copulas |
| title_sort | joint weak hazard rate order under non symmetric copulas |
| topic | stochastic orders copulas dependence notions generalized supermigrativity |
| url | https://doi.org/10.1515/demo-2016-0010 |
| work_keys_str_mv | AT pellereyfranco jointweakhazardrateorderundernonsymmetriccopulas AT spizzichinofabio jointweakhazardrateorderundernonsymmetriccopulas |