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BY 4.0 license Open Access Published by De Gruyter Open Access December 4, 2021

Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors

  • Mhamed Mesfioui and Julien Trufin
From the journal Dependence Modeling

Abstract

In this paper, we investigate sufficient conditions for preservation property of the dispersive order for the smallest and largest order statistics of homogeneous dependent random vectors. Moreover, we establish sufficient conditions for ordering with the dispersive order the largest order statistics from dependent homogeneous samples of different sizes.

MSC 2010: 60E15; 62G30; 62H05

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Received: 2021-05-31
Accepted: 2021-11-10
Published Online: 2021-12-04

© 2021 Mhamed Mesfioui et al., published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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