Bibliographic Details
| Title: |
Multivariate dependence of spacings of generalized order statistics |
| Authors: |
Burkschat, M.1 burkschat@stochastik.rwth-aachen.de |
| Source: |
Journal of Multivariate Analysis. Jul2009, Vol. 100 Issue 6, p1093-1106. 14p. |
| Subjects: |
Nonparametric statistics, Mathematical statistics, Statistics, Mathematics |
| Abstract: |
Abstract: Multivariate dependence of spacings of generalized order statistics is studied. It is shown that spacings of generalized order statistics from DFR (IFR) distributions have the CIS (CDS) property. By restricting the choice of the model parameters and strengthening the assumptions on the underlying distribution, stronger dependence relations are established. For instance, if the model parameters are decreasingly ordered and the underlying distribution has a log-convex decreasing (log-concave) hazard rate, then the spacings satisfy the MTP2 (S- MRR2) property. Some consequences of the results are given. In particular, conditions for non-negativity of the best linear unbiased estimator of the scale parameter in a location-scale family are obtained. By applying a result for dual generalized order statistics, we show that in the particular situation of usual order statistics the assumptions can be weakened. [Copyright &y& Elsevier] |
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| Database: |
Engineering Source |
