A weak version of the joint hazard rate order, useful to stochastically compare not independent random variables, has been recently dened 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 joint weak 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 dened. Other new results, examples and discussions are provided as well.
Joint weak hazard rate order under non-symmetric copulas / Pellerey, Franco; Spizzichino, Fabio. - In: DEPENDENCE MODELING. - ISSN 2300-2298. - ELETTRONICO. - 4:1(2016), pp. 190-204. [10.1515/demo-2016-0010]
Joint weak hazard rate order under non-symmetric copulas
SPIZZICHINO, Fabio
2016
Abstract
A weak version of the joint hazard rate order, useful to stochastically compare not independent random variables, has been recently dened 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 joint weak 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 dened. Other new results, examples and discussions are provided as well.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
