Global dependence stochastic orders
DOI10.1007/S11009-011-9253-8zbMATH Open1259.60026OpenAlexW2034541672MaRDI QIDQ1930622FDOQ1930622
Moshe Shaked, Alfonso Suárez-Llorens, Miguel A. Sordo
Publication date: 11 January 2013
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-011-9253-8
Recommendations
reliability theorypositive dependenceJensen's inequalityconvex orderdispersive orderGini correlationauction theoryincreasing rearrangementabsolute concentration curveGini covariance
Inequalities; stochastic orderings (60E15) Reliability, availability, maintenance, inspection in operations research (90B25) Auctions, bargaining, bidding and selling, and other market models (91B26) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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Cited In (9)
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- A variance-based importance index for systems with dependent components
- A central limit theorem for costs in Bulinskaya's inventory management problem when deliveries face delays
- Model selection based on Lorenz and concentration curves, Gini indices and convex order
- Bounds on concordance-based validation statistics in regression models for binary responses
- Stochastic comparisons and bounds for conditional distributions by using copula properties
- Information and the dispersion of posterior expectations
- Autocalibration and Tweedie-dominance for insurance pricing with machine learning
- Title not available (Why is that?)
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