Joint weak hazard rate order under non-symmetric copulas-Reference-Cited by-同舟云学术

Joint weak hazard rate order under non-symmetric copulas

Published:2016-10-07 Issue:1 Volume:4 Page:
ISSN:2300-2298
Container-title:Dependence Modeling
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Author:

Pellerey Franco¹,Spizzichino Fabio²

Affiliation:

1. 1Dipartimento di Scienze Matematiche, Politecnico di Torino, Corso Duca degli Abruzzi 24, I-10129 Torino, Italy

2. 2Dipartimento di Matematica, Universitá La Sapienza, P.A. Moro 5, I-00185 Roma, Italy

Abstract

AbstractA 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.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

https://www.degruyter.com/document/doi/10.1515/demo-2016-0010/pdf

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