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

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.

Keywords

• dispersive order
• copulas
• archimedean copulas
• extreme order statistics
• 60e15
• 62g30
• 62h05