Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables T1, ..., Tr. In any case, we assume that T1, ..., Tr are identically distributed, with a common...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2021-12-01
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| Series: | Dependence Modeling |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/demo-2021-0119 |
| _version_ | 1817997115050164224 |
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| author | Foschi Rachele Nappo Giovanna Spizzichino Fabio L. |
| author_facet | Foschi Rachele Nappo Giovanna Spizzichino Fabio L. |
| author_sort | Foschi Rachele |
| collection | DOAJ |
| description | As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables T1, ..., Tr. In any case, we assume that T1, ..., Tr are identically distributed, with a common survival function ̄G and their survival copula is denoted by K. The diagonal sections of K, along with ̄G, are possible tools to describe the information needed to recover the laws of order statistics. |
| first_indexed | 2024-04-14T02:32:18Z |
| format | Article |
| id | doaj.art-9f1a29be08644dcab19bbfe5dc3fcc62 |
| institution | Directory Open Access Journal |
| issn | 2300-2298 |
| language | English |
| last_indexed | 2024-04-14T02:32:18Z |
| publishDate | 2021-12-01 |
| publisher | De Gruyter |
| record_format | Article |
| series | Dependence Modeling |
| spelling | doaj.art-9f1a29be08644dcab19bbfe5dc3fcc622022-12-22T02:17:37ZengDe GruyterDependence Modeling2300-22982021-12-019139442310.1515/demo-2021-0119Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimesFoschi Rachele0Nappo Giovanna1Spizzichino Fabio L.2University of Pisa, Department of Economics and Management, Via C. Ridolfi, 10, 56124Pisa, ItalyUniversity of Rome La Sapienza, Department of Mathematics, Piazzale Aldo Moro, 5, 00185, Rome, ItalyUniversity of Rome La Sapienza, Piazzale Aldo Moro, 5, 00185, Rome, ItalyAs a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables T1, ..., Tr. In any case, we assume that T1, ..., Tr are identically distributed, with a common survival function ̄G and their survival copula is denoted by K. The diagonal sections of K, along with ̄G, are possible tools to describe the information needed to recover the laws of order statistics.https://doi.org/10.1515/demo-2021-0119minimally stable random vectorsdiagonal sections of survival copulasdiagonal dependencet-exchangeabilityabsolute continuityarchimedean copulasload-sharing models60e0562h0562g3060k1062n05 |
| spellingShingle | Foschi Rachele Nappo Giovanna Spizzichino Fabio L. Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes Dependence Modeling minimally stable random vectors diagonal sections of survival copulas diagonal dependence t-exchangeability absolute continuity archimedean copulas load-sharing models 60e05 62h05 62g30 60k10 62n05 |
| title | Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes |
| title_full | Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes |
| title_fullStr | Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes |
| title_full_unstemmed | Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes |
| title_short | Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes |
| title_sort | diagonal sections of copulas multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes |
| topic | minimally stable random vectors diagonal sections of survival copulas diagonal dependence t-exchangeability absolute continuity archimedean copulas load-sharing models 60e05 62h05 62g30 60k10 62n05 |
| url | https://doi.org/10.1515/demo-2021-0119 |
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