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Increasing directionally convex orderings of...
Journal article

Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data

Abstract

In this paper, we establish some results for the increasing convex comparisons of generalized order statistics. First, we prove that if the minimum of two sets of generalized order statistics are ordered in the increasing convex order, then the remaining generalized order statistics are also ordered in the increasing convex order. This result is extended to the increasing directionally convex comparisons of random vectors of generalized order …

Authors

Balakrishnan N; Belzunce F; Sordo MA; Suárez-Llorens A

Journal

Journal of Multivariate Analysis, Vol. 105, No. 1, pp. 45–54

Publisher

Elsevier

Publication Date

February 2012

DOI

10.1016/j.jmva.2011.08.017

ISSN

0047-259X