Elementary multivariate rearrangements and stochastic dominance on a Fréchet class

DOI10.1016/j.jet.2011.11.001zbMath1247.91134OpenAlexW2094939647MaRDI QIDQ435907

Koen Decancq

Publication date: 13 July 2012

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2011.11.001

zbMATH Keywords

supermodular ordermultivariate stochastic dominanceconcordance orderFrechet classmultivariate rearrangementOrthant dependence order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Utility theory (91B16) Statistical methods; economic indices and measures (91B82)

Related Items (12)

Copula-based measurement of interdependence for discrete distributions ⋮ Multidimensional Indicators of Inequality and Poverty ⋮ Robust dissimilarity comparisons with categorical outcomes ⋮ Introduction to inequality and risk ⋮ Ethically robust comparisons of bidimensional distributions with an ordinal attribute ⋮ Increasing interdependence of multivariate distributions ⋮ Measuring cumulative deprivation and affluence based on the diagonal dependence diagram ⋮ A model of social welfare improving transfers ⋮ Decomposing bivariate dominance for social welfare comparisons ⋮ From unidimensional to multidimensional inequality: a review ⋮ Duality Theory and Transfers for Stochastic Order Relations ⋮ Comparing two-dimensional distributions: a questionnaire-experimental approach

Cites Work

• Ethically robust comparisons of bidimensional distributions with an ordinal attribute
• Increasing interdependence of multivariate distributions
• An introduction to copulas.
• Inequalities for distributions with given marginals
• Some remarks on the supermodular order
• Multivariate concordance
• The measurement of rank mobility
• Multidimensional inequality and multidimensional generalized entropy measures: an axiomatic derivation
• Dominance Conditions for Multivariate Utility Functions
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