On the transitivity of the comonotonic and countermonotonic comparison of random variables

DOI10.1016/j.jmva.2005.05.007zbMath1114.60018OpenAlexW2118345935WikidataQ60258041 ScholiaQ60258041MaRDI QIDQ860341

Bernard De Baets, H. E. De Meyer, Bart de Schuymer

Publication date: 9 January 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.05.007

zbMATH Keywords

copulastransitivitycomonotonicitycountermonotonicitycycle-transitivityprobabilistic relationcomparison of random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (21)

Comonotone lower probabilities with robust marginal distributions functions ⋮ A frequentist view on cycle-transitivity of reciprocal relations ⋮ On the correspondence between reciprocal relations and strongly complete fuzzy relations ⋮ A necessary 4-cycle condition for dice representability of reciprocal relations ⋮ Ranking of fuzzy intervals seen through the imprecise probabilistic lens ⋮ Transitivity measurements of fuzzy preference relations ⋮ A transitivity analysis of bipartite rankings in pairwise multi-class classification ⋮ On the cycle-transitivity of the mutual rank probability relation of a poset ⋮ Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound ⋮ Interpretation of Statistical Preference in Terms of Location Parameters ⋮ A modified version of stochastic dominance involving dependence ⋮ A study on the transitivity of probabilistic and fuzzy relations ⋮ On the ERA ranking representability of pairwise bipartite ranking functions ⋮ On a conjecture about the Frank copula family ⋮ On the cycle-transitive comparison of artificially coupled random variables ⋮ Preference Modelling, a Matter of Degree ⋮ The Frank inequality ⋮ Cutting levels of the winning probability relation of random variables pairwisely coupled by a same Frank copula ⋮ Generalized transitivity: a systematic comparison of concepts with an application to preferences in the Babington Smith model ⋮ Multivariate winning probabilities ⋮ Closing reciprocal relations w.r.t. stochastic transitivity

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• Aggregation of fuzzy preferences: some rules of the mean
• Cyclic evaluation of transitivity of reciprocal relations
• Transitivity frameworks for reciprocal relations: cycle-transitivity versus \(FG\)-transitivity
• Cycle-transitive comparison of independent random variables
• Majority decisions based on difference of votes

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