Some New Bivariate Properties and Characterizations Under Archimedean Copula

被引:0
|
作者
Guan, Qingyuan [1 ,2 ,3 ]
Jiang, Peihua [4 ]
Liu, Guangyu [4 ]
机构
[1] Wuyi Univ, Sch Math & Comp Sci, qingyuan 354300, Peoples R China
[2] Key Lab Cognit Comp & Intelligent Informat Proc Fu, Wuyishan 354300, Peoples R China
[3] Fujian Key Lab Big Data Applicat & Intellectualiza, Wuyishan 354300, Peoples R China
[4] Anhui Polytech Univ, Sch Math Phys & Finance, Wuhu 241000, Peoples R China
关键词
usual stochastic order; characterizations; bivariate functions; Archimedean copula; LARGEST ORDER-STATISTICS; STOCHASTIC COMPARISONS; RANDOM-VARIABLES; DISTRIBUTIONS; MINIMUM; SYSTEMS; SERIES;
D O I
10.3390/math12233714
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
This paper considers comparing properties and characterizations of the bivariate functions under Archimedean copula. It is shown that some results of the usual stochastic order for the bivariate functions in the independent case are generalized to the Archimedean copula-linked dependent case, and we also derive some characterizations of different bivariate functions composed by Archimedean copula-linked dependent random variables. These results generalize some existing results in the literature and bring conclusions closer to reality. Two applications in scheduling problems are also provided to illustrate the main results.
引用
收藏
页数:12
相关论文
共 50 条
  • [1] Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring
    Wang, Antai
    Oakes, David
    STATISTICS & PROBABILITY LETTERS, 2008, 78 (16) : 2578 - 2583
  • [2] A new bivariate Archimedean copula with application to the evaluation of VaR
    Guloksuz, Cigdem Topcu
    Kumar, Pranesh
    STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2022, 26 (02): : 273 - 285
  • [3] Some properties of convex and increasing convex orders under Archimedean copula
    Guan, Qingyuan
    Wang, Bing Xing
    PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2024,
  • [4] Bivariate Aging Properties under Archimedean Dependence Structures
    Mulero, Julio
    Pellerey, Franco
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2010, 39 (17) : 3108 - 3121
  • [5] On Construction of Bernstein-Bezier Type Bivariate Archimedean Copula
    Susam, Selim Orhun
    Hudaverdi, Burcu
    REVSTAT-STATISTICAL JOURNAL, 2022, 20 (03) : 337 - 351
  • [6] Local Dependence for Bivariate Weibull Distributions Created by Archimedean Copula
    Ahmed, Swar O.
    Fatah, Khwazbeen S.
    Esa, Sahib
    BAGHDAD SCIENCE JOURNAL, 2021, 18 (01) : 816 - 823
  • [7] On Some Bivariate Copula Transformations
    Le, Phuong
    Ngoc, Nguyen Kim Thai
    THAI JOURNAL OF MATHEMATICS, 2020, 18 (03): : 1063 - 1079
  • [8] An Estimator for the New Bivariate Copula
    Mah, Pauline Jin Wee
    Shitan, Mahendran
    INTERNATIONAL CONFERENCE ON MATHEMATICS, ENGINEERING AND INDUSTRIAL APPLICATIONS 2016 (ICOMEIA2016), 2016, 1775
  • [9] Generalized Schur-constant bivariate distribution and its associated Archimedean copula
    Doodman, N.
    Amini, M.
    Jabbari, H.
    Dolati, A.
    IRANIAN JOURNAL OF FUZZY SYSTEMS, 2025, 22 (01): : 169 - 183
  • [10] Hybrid Clayton-Frank Convolution-Based Bivariate Archimedean Copula
    Boateng, Maxwell Akwasi
    Omari-Sasu, Akoto Yaw
    Avuglah, Richard Kodzo
    Frempong, Nana Kena
    JOURNAL OF PROBABILITY AND STATISTICS, 2018, 2018