Abstract
This paper studies order statistics from random variables following the scale model. In the presence of the Archimedean copula or survival copula for the random variables, we obtain the usual stochastic order of the sample extremes and the second smallest order statistic, the dispersive order and the star order of the sample extremes.
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08 March 2018
In the original publication of the article, the article title was incorrectly published as “Stochastic somparisons of order statistics from scaled and interdependent random variables”. However, the correct title should read “Stochastic comparisons of order statistics from scaled and interdependent random variables”.
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Acknowledgments
Authors would like to thank the anonymous reviewer for his/her useful comments, which helped improve the presentation of the earlier version of this manuscript. Dr. Rui Fang’s research is supported by STU Scientific Research Foundation for Talents (NTF15002).
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A correction to this article is available online at https://doi.org/10.1007/s00184-018-0647-2.
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Li, C., Fang, R. & Li, X. Stochastic somparisons of order statistics from scaled and interdependent random variables. Metrika 79, 553–578 (2016). https://doi.org/10.1007/s00184-015-0567-3
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DOI: https://doi.org/10.1007/s00184-015-0567-3