  In this paper, we focus on stochastic comparisons of extreme order statistics
stemming from multiple-outlier scale models with dependence. Archimedean copula
is used to model dependence structure among nonnegative random variables.
Sufficient conditions are obtained for comparison of the largest order
statistics in the sense of the usual stochastic, reversed hazard rate, star and
Lorenz orders. The smallest order statistics are also compared with respect to
the usual stochastic, hazard rate, star and Lorenz orders. To illustrate the
theoretical establishments, some examples are provided.
