An extension of Archimax copula class in more than two random variables ( Multivariate ) was introduced in (J\'agr 2011) for describing dependency structures among random variables in higher dimension, and some properties of Archimax copula were explored in (Charpentier et al. 2014). In this article, some results for stochastic ordering of extreme order statistics in (Li and Fang 2015) are generalized and proved in Archimax copula. Stochastic ordering of sample extremes for PHR models is generalized and proved in Archimax copula. Examples with graphical illustrations are also presented.
翻译:在(J\'agr 2011)中引入了多于两个随机变量(多元)的Archimax 联结函数类的扩展,用于描述高维随机变量间的依赖结构,并在(Charpentier等人 2014)中探讨了Archimax 联结函数的部分性质。本文在Archimax 联结函数框架下,推广并证明了(Li和Fang 2015)中关于极值次序统计量随机序的若干结论。同时,在Archimax 联结函数中推广并证明了PHR模型下样本极值的随机序性质,并给出了附有图形说明的示例。