Conditional orderings and positive dependence

DOI10.1016/J.JMVA.2006.10.005MaRDI QIDQ2476140zbMATH OpenOpenAlexFDO

Authors Antonio Colangelo, Taizhong Hu, Moshe Shaked

Publication date 11 March 2008

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

Full work available at URL https://doi.org/10.1016/j.jmva.2006.10.005

zbMATH Keywords

associationpartial orderspositive quadrant dependence (PQD)right corner set increasing (RCSI)right tail increasing (RTI)

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Survival analysis and censored data (62N99)

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Cites work

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• Comparison methods for stochastic models and risks
• Dependence by total positivity
• Multivariate hazard rate orders
• Some Concepts of Dependence
• Some notions of multivariate positive dependence
• Some positive dependence stochastic orders
• Stochastic inequalities on partially ordered spaces

Cited in

(18)

• A bivariate Pareto model
• A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties
• Optimal reinsurance with positively dependent risks
• Conditionally ordered distributions
• Multivariate distributions with proportional reversed hazard marginals
• New multivariate orderings based on conditional distributions
• Multivariate extension of modified Sarhan-Balakrishnan bivariate distribution
• On the stochastic and dependence properties of the three-state systems
• Multivariate hazard rates and stochastic ordering
• scientific article; zbMATH DE number 4157701 (Why is no real title available?)
• A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders
• Reversing conditional orderings
• Multivariate stochastic orders induced by case-control sampling
• Absolute continuous multivariate generalized exponential distribution
• A study of bivariate generalized Pareto distribution and its dependence structure among model parameters
• Positive Boolean dependencies
• Some positive dependence stochastic orders
• scientific article; zbMATH DE number 1310478 (Why is no real title available?)

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