On multivariate dispersion orderings based on the standard construction

DOI10.1016/J.SPL.2007.07.001zbMath1144.60010OpenAlexW1965218407MaRDI QIDQ2474517

Felix Belzunce, Alfonso Suárez-Llorens, José-María Ruiz

Publication date: 6 March 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.001

zbMATH Keywords

convolutionsmodels of ordered random variablesunivariate and multivariate dispersive orders

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (10)

Generalized order statistics: an exponential family in model parameters ⋮ Distances between models of generalized order statistics ⋮ Global dependence stochastic orders ⋮ Comparison of increasing directionally convex transformations of random vectors with a common copula ⋮ Probability equivalent level for CoVaR and VaR ⋮ On relative skewness for multivariate distributions ⋮ On sufficient conditions for the comparison in the excess wealth order and spacings ⋮ A multivariate IFR notion based on the multivariate dispersive ordering ⋮ Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data ⋮ Multivariate Comparisons of Ordered Data

Uses Software

• Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Solution of a statistical optimization problem by rearrangement methods
• Descriptive statistics for multivariate distributions
• An introduction to copulas. Properties and applications
• Dispersive ordering of convolutions of exponential random variables
• Multivariate dispersion orderings
• Stop-loss order for portfolios of dependent risks
• Multivariate properties of random vectors of order statistics
• On stochastic orders for sums of independent random variables
• A multivariate dispersion ordering based on quantiles more widely separated
• Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
• DEPENDENCE, DISPERSIVENESS, AND MULTIVARIATE HAZARD RATE ORDERING
• Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
• Dispersive distributions, and the connection between dispersivity and strong unimodality
• Monotonicity results for MR/GI/1 queues
• STOCHASTIC COMPARISONS OF GENERALIZED ORDER STATISTICS
• Multivariate dispersive ordering of epoch times of nonhomogeneous Poisson processes
• Two Variability Orders
• MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE t-DISTRIBUTION
• Comparison Results for Markov-Modulated Recursive Models
• Stochastic Comparison of Random Vectors with a Common Copula
• Dispersive ordering among linear combinations of uniform random variables

This page was built for publication: On multivariate dispersion orderings based on the standard construction