• Title/Summary/Keyword: POD ordering

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The Ordering of Hitting Times of Multivariate Processes

  • Baek, Jong-Il
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.545-556
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    • 1996
  • In this paper, we introduce a new concept of partial ordering which permits us to compare pairs of the dependence structures of a new hitting times for POD multivariate vector process of interest as to their degree of POD-ness. We show that POD ordering is closed under convolution, limit in distribution, compound distribution, mixture of a certain type and convex combination. Finally, we present several examples of POD ordering processes.

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ON THE WEAKLY POSITIVE ORTHANT DEPENDENCE ORDERING

  • Baek, Jong-Il;Seok, Eun-Yang
    • Journal of applied mathematics & informatics
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    • v.7 no.3
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    • pp.1059-1068
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    • 2000
  • In this paper we introduce a new concept of weakly positive upper orthant dependence POD of hitting times of stochastic processes. This concept is weaker than the positively orthant dependent and it is closed under a certain statistical operations of W POD ordering. Examples are given to illustrate these concepts.