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scientific article; zbMATH DE number 125958
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scientific article; zbMATH DE number 125958 |
Statements
21 February 1993
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multivariate stochastic orderings
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group induced orderings
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orderings on product spaces
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comparison of dependence concepts
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0.8334925770759583
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0.8260225653648376
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0.8203218579292297
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[For the entire collection see Zbl 0745.00058).] Let an ordering be defined on the class of all probability distributions on a measure space \((E,{\mathcal M})\) by \[ P_ 1\leq_{\mathcal A}P_ 2\quad\text{if }P_ 1(A)\leq P_ 2(A)\text{ for all }A\in {\mathcal A}, \] \({\mathcal A}\) being a subset of \({\mathcal M}\). The aim of this paper is a unified derivation and characterization of function classes \({\mathcal F}\) which induce the same order \(\leq_{\mathcal A}\). This program is developed for multivariate stochastic orderings, group induced orderings and orderings on product spaces. Applications are also given to the comparison of dependence concepts.
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