Stochastic orders in reliability and risk in honor of professor Moshe Shaked

Theory of stochastic orders: A global dependence stochastic order based on the presence of noise / Moshe Shaked, Miguel A Sordo, and Alfonso Suárez-Llorens. Duality theory and transfers for stochastic order relations / Alfred Müller. Reversing conditional orderings / Rachele Foschi and Fabio Spizzic...

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Weitere Verfasser: Li, Haijun (HerausgeberIn), Shaked, Moshe (GefeierteR), Li, Xiaohu (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: New York, Heidelberg u.a. Springer 2013
Schriftenreihe:Lecture notes in statistics 208 : proceedings
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Zusammenfassung:Theory of stochastic orders: A global dependence stochastic order based on the presence of noise / Moshe Shaked, Miguel A Sordo, and Alfonso Suárez-Llorens. Duality theory and transfers for stochastic order relations / Alfred Müller. Reversing conditional orderings / Rachele Foschi and Fabio SpizzichinoStochastic comparison of order statistics: Multivariate comparisons of ordered data / Félix Belzunce. Sample spacings with applications in multiple-outlier models / Nuria Torrado and Rosa E. Lillo. Sample range of two heterogeneous exponential variables / Peng Zhao and Xiaohu Li -- Stochastic orders in reliability: On bivariate signatures for systems with independent modules / Gaofeng Da and Taizhong Hu. Stochastic comparisons of cumulative entropies / Antonio Di Crescenzo and Maria Longobardi. Decreasing percentile residual life : properties and estimation / Alba M. Franco-Pereira, Jacobo de Una, Rosa E. Lillo, and Moshe Shaked. A review on convolutions of gamma random variables / Baha-Eldin Khaledi and Subhash Kochar. On used systems and systems with used components / Xiaohu Li, Franco Pellerey, and Yinping You. On allocation of active redundancies to systems : a brief review / Xiaohu Li and Weiyong Ding -- Stochastic orders in risk analysis: Dynamic risk measures within discrete-time risk models / Hélène Cossette and Etienne Marceau. Excess wealth transform with applications / Subhash Kochar and Maochao Xu -- Applications: Intermediate tail dependence : a review and some new results / Lei Hua and Harry Joe. Second-order conditions of regular variation and Drees-type inequalities / Tiantian Mao. Individual and moving ratio charts for Weibull processes / Francis Pascual. On a slow server problem / Vladimir Rykov. Dependence comparison of multivariate extremes via stochastic tail orders / Haijun Li.
Stochastic Orders in Reliability and Risk Management is composed of 19 contributions on the theory of stochastic orders, stochastic comparison of order statistics, stochastic orders in reliability and risk analysis, and applications. These review/exploratory chapters present recent and current research on stochastic orders reported at the International Workshop on Stochastic Orders in Reliability and Risk Management, or SORR2011, which took place in the City Hotel, Xiamen, China, from June 27 to June 29, 2011. The conference's talks and invited contributions also represent the celebration of Professor Moshe Shaked, who has made comprehensive, fundamental contributions to the theory of stochastic orders and its applications in reliability, queueing modeling, operations research, economics and risk analysis. This volume is in honor of Professor Moshe Shaked. The work presented in this volume represents active research on stochastic orders and multivariate dependence, and exemplifies close collaborations between scholars working in different fields. The Xiamen Workshop and this volume seek to revive the community workshop tradition on stochastic orders and dependence and strengthen research collaboration, while honoring the work of a distinguished scholar--
Beschreibung:Literaturverz. S. 389 - 432
Beschreibung:XXXI, 442 S.
Ill., graph. Darst.
ISBN:9781461468912
978-1-4614-6891-2