Conditionally ordered distributions

DOI10.1016/0047-259X(88)90118-2zbMATH Open0649.62042OpenAlexW2082935212MaRDI QIDQ1105945FDOQ1105945

Authors: Henry W. Block, Allan R. Sampson 

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0047-259x(88)90118-2

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zbMATH Keywords

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

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• On the theory of elliptically contoured distributions
• On some generalized farlie-gumbel-morgenstern distributions
• Inequalities: theory of majorization and its applications
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• Inequalities for distributions with given marginals
• Inequalities for E k(X, Y) when the marginals are fixed
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• Uniform representations of bivariate distributions
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• Inequalities for the expectation of ?-monotone functions
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• Multivariate increasing failure rate average distributions
• Association of normal random variables and Slepian's inequality
• Probability and expectation inequalities

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
• Title not available (Why is that?)
• 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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