MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE t-DISTRIBUTION

DOI10.1017/S0269964805050217zbMath1074.60017OpenAlexW2057562582MaRDI QIDQ5315626

J. M. Fernández-Ponce, P. L. Luque-Calvo, Alfonso Suárez-Llorens, J. Pablo Arias-Nicolás

Publication date: 9 September 2005

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964805050217

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Related Items (14)

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Cites Work

• Tail ordering and asymptotic efficiency of rank tests
• Inequalities of s-ordered distributions
• Multivariate dispersion orderings
• Elliptical copulas: Applicability and limitations.
• A multivariate dispersion ordering based on quantiles more widely separated
• On some characterizations of the \(t\)-distribution
• New properties and characterizations of the dispersive ordering
• Dispersive ordering is the same as tail-ordering
• Concepts of dispersion in distributions: a comparative note
• Dispersive distributions, and the connection between dispersivity and strong unimodality
• Characterizations of an Empirical Influence Function for Detecting Influential Cases in Regression
• A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis
• Starshaped Transformations and the Power of Rank Tests
• Dispersive ordering of distributions

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