Some positive dependence stochastic orders (Q2581510)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Some positive dependence stochastic orders
scientific article

    Statements

    Some positive dependence stochastic orders (English)
    0 references
    0 references
    0 references
    0 references
    10 January 2006
    0 references
    Some stochastic orders of positive dependence that arise when the underlying random vectors are ordered with respect to some multivariate hazard rate stochastic orders, and have the same univariate marginal distributions, are studied. It is shown how the orders can be studied by restricting them to copulae, and a number of examples is given. Some positive dependence concepts that arise from the new positive dependence orders are discussed. The relationship of the new orders to other positive dependence orders that have appeared in the literature is established.
    0 references
    Copula
    0 references
    Fréchet classes and bounds
    0 references
    Marshal-Olkin distributions
    0 references
    Left tail decreasing
    0 references
    Right tail increasing
    0 references
    Multivariate total positivity
    0 references
    Likelihood ratio order
    0 references
    Lower orthant decreasing ratio order
    0 references
    Upper orthant increasing ratio order
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references