Joint weak hazard rate order under non-symmetric copulas

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...

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Main Authors:	Pellerey Franco, Spizzichino Fabio
Format:	Article
Language:	English
Published:	De Gruyter 2016-10-01
Series:	Dependence Modeling
Subjects:	stochastic orders copulas dependence notions generalized supermigrativity
Online Access:	https://doi.org/10.1515/demo-2016-0010

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spelling	doaj-635265aad3194b6b8123875e3e9189702021-10-02T18:54:44ZengDe GruyterDependence Modeling2300-22982016-10-014110.1515/demo-2016-0010demo-2016-0010Joint weak hazard rate order under non-symmetric copulasPellerey Franco0Spizzichino Fabio1Dipartimento di Scienze Matematiche, Politecnico di Torino, Corso Duca degli Abruzzi 24, I-10129 Torino, ItalyDipartimento di Matematica, Universitá La Sapienza, P.A. Moro 5, I-00185 Roma, ItalyA 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.https://doi.org/10.1515/demo-2016-0010stochastic orders copulas dependence notionsgeneralized supermigrativity
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Pellerey Franco Spizzichino Fabio
spellingShingle	Pellerey Franco Spizzichino Fabio Joint weak hazard rate order under non-symmetric copulas Dependence Modeling stochastic orders copulas dependence notions generalized supermigrativity
author_facet	Pellerey Franco Spizzichino Fabio
author_sort	Pellerey Franco
title	Joint weak hazard rate order under non-symmetric copulas
title_short	Joint weak hazard rate order under non-symmetric copulas
title_full	Joint weak hazard rate order under non-symmetric copulas
title_fullStr	Joint weak hazard rate order under non-symmetric copulas
title_full_unstemmed	Joint weak hazard rate order under non-symmetric copulas
title_sort	joint weak hazard rate order under non-symmetric copulas
publisher	De Gruyter
series	Dependence Modeling
issn	2300-2298
publishDate	2016-10-01
description	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.
topic	stochastic orders copulas dependence notions generalized supermigrativity
url	https://doi.org/10.1515/demo-2016-0010
work_keys_str_mv	AT pellereyfranco jointweakhazardrateorderundernonsymmetriccopulas AT spizzichinofabio jointweakhazardrateorderundernonsymmetriccopulas
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Joint weak hazard rate order under non-symmetric copulas

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