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