Conditionally ordered distributions
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multivariate normal distributionconvex functionsFarlie-Gumbel-Morgenstern distributionelliptically contoured distributionsFGM distributionConditional positive and negative dependenceconditionally more dispersedconditionally more positively quadrant dependentorderings by dispersionorderings of multivariate distributionsquasi- monotone
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Cites work
- scientific article; zbMATH DE number 3692432 (Why is no real title available?)
- scientific article; zbMATH DE number 3712886 (Why is no real title available?)
- scientific article; zbMATH DE number 3597130 (Why is no real title available?)
- scientific article; zbMATH DE number 3385036 (Why is no real title available?)
- Association of normal random variables and Slepian's inequality
- Inequalities for E k(X, Y) when the marginals are fixed
- Inequalities for distributions with given marginals
- Inequalities for the expectation of ?-monotone functions
- Inequalities: theory of majorization and its applications
- Multivariate increasing failure rate average distributions
- On some generalized farlie-gumbel-morgenstern distributions
- On the theory of elliptically contoured distributions
- Probability and expectation inequalities
- Uniform representations of bivariate distributions
Cited in
(17)- Stochastic orderings of multivariate elliptical distributions
- Ordering results for elliptical distributions with applications to risk bounds
- Stochastic orderings for elliptical random vectors
- VaR bounds in models with partial dependence information on subgroups
- Stop-loss order for portfolios of dependent risks
- Hessian orders and multinormal distributions
- The ordering of conditionally weak positive quadrant dependence
- A multivariate dispersion ordering based on quantiles more widely separated
- Supermodular stochastic orders and positive dependence of random vectors
- Ordering Gini indexes of multivariate elliptical risks
- Stochastic comparisons and bounds for conditional distributions by using copula properties
- Least-square estimators in linear regression models under negatively superadditive dependent random observations
- scientific article; zbMATH DE number 4157701 (Why is no real title available?)
- Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios
- Some remarks on the supermodular order
- Product-Type Probability Bounds of Higher Order
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