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arXiv · 2307.02133

On multivariate orderings of some general ordered random vectors

Tanmay sahoo·Nil Kamal Hazra·Narayanaswamy Balakrishnan
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Abstract

Ordered random vectors are frequently encountered in many problems. The generalized order statistics (GOS) and sequential order statistics (SOS) are two general models for ordered random vectors. However, these two models do not capture the dependency structures that are present in the underlying random variables. In this paper, we study the developed sequential order statistics (DSOS) and developed generalized order statistics (DGOS) models that describe the dependency structures of ordered random vectors. We then study various univariate and multivariate ordering properties of DSOS and DGOS models under Archimedean copula. We consider both one-sample and two-sample scenarios and develop corresponding results.

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Tanmay sahoo, Nil Kamal Hazra, Narayanaswamy Balakrishnan. 2023-07-05. On multivariate orderings of some general ordered random vectors. https://arxiv.org/abs/2307.02133

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