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Joint weak hazard rate order under non-symmetric copulas

Joint weak hazard rate order under non-symmetric copulas Abstract A 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Dependence Modeling de Gruyter

Joint weak hazard rate order under non-symmetric copulas

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Publisher
de Gruyter
Copyright
Copyright © 2016 by the
eISSN
2300-2298
DOI
10.1515/demo-2016-0010
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Abstract

Abstract A 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.

Journal

Dependence Modeling – de Gruyter

Published: Oct 7, 2016

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