5 papers
Stochastic Ordering of Dependent Systems under Transformation Models and Archimedean Copulas
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline.…
Nonparametric tests for stochastic dominance between linear combinations of risks
Tommaso Lando, Paulo Eduardo Oliveira
Weighted aggregations of i.i.d. risks without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resu…
Stochastic orders and shape properties for a new distorted proportional odds model
Idir Arab, Milto Hadjikyriakou, Paulo Eduardo Oliveira
Building on recent developments in models focused on the shape properties of odds ratios, this paper introduces two new models that expand the class of available distributions whil…
Convex combinations of random variables stochastically dominate the parent for a new class of heavy-tailed distributions
Idir Arab, Tommaso Lando, Paulo Eduardo Oliveira
Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with…
Inequalities and bounds for expected order statistics from transform-ordered families
Tommaso Lando Idir Arab, Paulo Eduardo Oliveira
We introduce a comprehensive method for establishing stochastic orders among order statistics in the i.i.d. case. This approach relies on the assumption that the underlying distrib…