Some positive dependence stochastic orders (Q2581510): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Shaked, Moshe / rank
Normal rank
 
Property / reviewed by
 
Property / reviewed by: Jarosław Bartoszewicz / rank
Normal rank
 
Property / author
 
Property / author: Shaked, Moshe / rank
 
Normal rank
Property / reviewed by
 
Property / reviewed by: Jarosław Bartoszewicz / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2004.11.006 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2080843940 / rank
 
Normal rank
Property / cites work
 
Property / cites work: LTD and RTI Dependence Orderings / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multidimensional Stochastic Ordering and Associated Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4158362 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some concepts of mult1variate dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4395384 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some notions of multivariate positive dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Order relations of measures when avoiding decreasing sets. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zonoids, linear dependence, and size-biased distributions on the simplex / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4743586 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4694479 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate hazard rate orders / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Positive dependence orderings / rank
 
Normal rank
Property / cites work
 
Property / cites work: A framework for positive dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4493303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Multivariate Exponential Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3349657 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Archimedean copulae and positive dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastically ordered distributions and monotonicity of the oc-function of sequential probability ratio tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3336431 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301147 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Supermodular stochastic orders and positive dependence of random vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>MR</i>/<i>GI</i>/1 queues by positively correlated arrival stream / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate monotone likelihood ratio and uniform conditional stochastic order / rank
 
Normal rank

Latest revision as of 13:55, 11 June 2024

scientific article
Language Label Description Also known as
English
Some positive dependence stochastic orders
scientific article

    Statements

    Some positive dependence stochastic orders (English)
    0 references
    0 references
    0 references
    0 references
    10 January 2006
    0 references
    Some stochastic orders of positive dependence that arise when the underlying random vectors are ordered with respect to some multivariate hazard rate stochastic orders, and have the same univariate marginal distributions, are studied. It is shown how the orders can be studied by restricting them to copulae, and a number of examples is given. Some positive dependence concepts that arise from the new positive dependence orders are discussed. The relationship of the new orders to other positive dependence orders that have appeared in the literature is established.
    0 references
    Copula
    0 references
    Fréchet classes and bounds
    0 references
    Marshal-Olkin distributions
    0 references
    Left tail decreasing
    0 references
    Right tail increasing
    0 references
    Multivariate total positivity
    0 references
    Likelihood ratio order
    0 references
    Lower orthant decreasing ratio order
    0 references
    Upper orthant increasing ratio order
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references