Pages that link to "Item:Q1215982"

The following pages link to The comparison method for stochastic processes (Q1215982):

Displaying 15 items.

• A characterization of the multivariate excess wealth ordering (Q654821) (← links)
• On the distributional transform, Sklar's theorem, and the empirical copula process (Q840755) (← links)
• On relative skewness for multivariate distributions (Q905108) (← links)
• Stochastic comparisons of Itô processes (Q1208952) (← links)
• Morgenstern's bivariate distribution and its application to point processes (Q1250655) (← links)
• A self-correcting point process (Q1254059) (← links)
• Moran-type bounds for the fixation probability in a frequency-dependent Wright-Fisher model (Q1692109) (← links)
• Covariance model simulation using regular vines (Q1695739) (← links)
• Networks of infinite-server queues with nonstationary Poisson input (Q1801811) (← links)
• On a new NBUE property in multivariate sense: an application (Q1942905) (← links)
• Multidimensional inequalities and generalized quantile functions (Q2061112) (← links)
• Efficient dependency models: simulating dependent random variables (Q2672394) (← links)
• New multivariate aging notions based on the corrected orthant and the standard construction (Q2815978) (← links)
• Comparison of multivariate risks and positive dependence (Q4819466) (← links)
• On exact distribution for multivariate weighted distributions and classification (Q6164872) (← links)