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- W4286500577 abstract "In this paper, we discuss stochastic comparison of the largest order statistics arising from two sets of dependent distribution‐free random variables with respect to multivariate chain majorization, where the dependency structure can be defined by Archimedean copulas. When a distribution‐free model with possibly two parameter vectors has its matrix of parameters changing to another matrix of parameters in a certain mathematical sense, we obtain the first sample maxima is larger than the second sample maxima with respect to the usual stochastic order, based on certain conditions. Applications of our results for scale proportional reverse hazards model, exponentiated gamma distribution, Gompertz–Makeham distribution, and location‐scale model, are also given. Meanwhile, we provide two numerical examples to illustrate the results established here." @default.
- W4286500577 created "2022-07-22" @default.
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- W4286500577 date "2022-07-31" @default.
- W4286500577 modified "2023-09-26" @default.
- W4286500577 title "Usual stochastic ordering of the sample maxima from dependent distribution‐free random variables" @default.
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- W4286500577 doi "https://doi.org/10.1111/stan.12275" @default.
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