On likelihood-ratio ordering of order statistics

On Multivariate Likelihood Ratio Ordering among Generalized Order Statistics and their Spacings

The most of the results obtained about stochastic properties of generalized order statistics and their spacings in the literature are based on equal model parameters. In this paper, with less restrictive conditions on the model parameters, we prove some new multivariate likelihood ratio ordering results between two sub-vectors of GOS's as well as two sub-vectors of $p$-spacings based on two con...

Ordering of Order Statistics Using Variance Majorization

 In this paper, we study stochastic comparisons of order statistics of independent random variables with proportional hazard rates, using the notion of variance majorization.

Multivariate Dispersive Ordering of Generalized Order Statistics

The concept of generalized order statistics (GOSs) was introduced as a unified approach to a variety of models of ordered random variables. The purpose of this paper is to investigate condi- tions on the underlying distribution functions and the parameters on which GOSs are based, to establish Shaked-Shanthikumar multivari- ate dispersive ordering of GOSs from one sample and Khaledi-Kochar mu...

Generalized Likelihood Ratio Statistics

Adjusting Composite Likelihood Ratio Statistics

Composite likelihood may be useful for approximating likelihood based inference when the full likelihood is too complex to deal with. Stemming from a misspecified model, inference based on composite likelihood requires suitable corrections. Here we focus on the composite likelihood ratio statistic for a multidimensional parameter of interest, and we propose a parameterization invariant adjustme...