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: | Foschi Rachele, Nappo Giovanna, Spizzichino Fabio L. |
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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 |
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