Conditionally ordered distributions

DOI10.1016/0047-259X(88)90118-2zbMath0649.62042OpenAlexW2082935212MaRDI QIDQ1105945

Allan R. Sampson, Henry W. Block

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

zbMATH Keywords

convex functionsmultivariate normal distributionFarlie-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)

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