Stochastic orders in reliability and risk in honor of Professor Moshe Shaked Haijun Li, Xiaohu Li, editors

Format:

Book

Contributor:

Li, Haijun

Li, Xiaohu

Series:

Lecture notes in statistics (Springer-Verlag) 208

Lecture notes in statistics 0930-0325 208

Language:

English

Subjects (All):

Stochastic orders--Congresses.

Stochastic orders.

Genre:

Festschriften

Conference papers and proceedings

Physical Description:

1 online resource

Place of Publication:

New York, NY Springer ©2013

Language Note:

English

System Details:

text file

PDF

Summary:

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

Contents:

Theory of Stochastic Orders. A Global Dependence Stochastic Order Based on the Presence of Noise Moshe Shaked, Miguel A. Sordo, Alfonso Suárez-Llorens Duality Theory and Transfers for Stochastic Order Relations Alfred Müller Reversing Conditional Orderings Rachele Foschi, Fabio Spizzichino Stochastic Comparison of Order Statistics. Multivariate Comparisons of Ordered Data Félix Belzunce Sample Spacings with Applications in Multiple-Outlier Models Nuria Torrado, Rosa E. Lillo Sample Range of Two Heterogeneous Exponential Variables Peng Zhao, Xiaohu Li Stochastic Orders in Reliability. On Bivariate Signatures for Systems with Independent Modules Gaofeng Da, Taizhong Hu Stochastic Comparisons of Cumulative Entropies Antonio Di Crescenzo, Maria Longobardi Decreasing Percentile Residual Life: Properties and Estimation Alba M. Franco-Pereira, Jacobo de Uña, Rosa E. Lillo, Moshe Shaked A Review on Convolutions of Gamma Random Variables Baha-Eldin Khaledi, Subhash Kochar On Used Systems and Systems with Used Components Xiaohu Li, Franco Pellerey, Yinping You On Allocation of Active Redundancies to Systems: A Brief Review Xiaohu Li, Weiyong Ding Stochastic Orders in Risk Analysis. Dynamic Risk Measures within Discrete-Time Risk Models Hélène Cossette, Etienne Marceau Excess Wealth Transform with Applications Subhash Kochar, Maochao Xu Applications. Intermediate Tail Dependence: A Review and Some New Results Lei Hua, 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

Theory of Stochastic Orders

Stochastic Comparison of Order Statistics

Stochastic Orders in Reliability

Stochastic Orders in Risk Analysis

Applications

Bibliography

Authors Index

Subjects Index

Notes:

Includes bibliographical references and indexes

Online resource; title from PDF title page (SpringerLink, viewed July 3, 2013)

Other Format:

Printed edition:

ISBN:

9781461468929

1461468922

1461468914

9781461468912

OCLC:

851561837

Access Restriction:

Restricted for use by site license