A sufficient condition of crossing type for the bivariate orthant convex order

DOI10.1016/J.SPL.2012.07.014MaRDI QIDQ1933716zbMATH OpenOpenAlexFDO

Authors Michel Denuit, Mhamed Mesfioui

Publication date 25 January 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP_2012_28_denuit.pdf

zbMATH Keywords

copuladependencestochastic order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• New properties of the orthant convex-type stochastic orders
• Convex Ordering for Bivariate Distributions
• Two sufficient conditions for convex ordering on risk aggregation
• Multivariate Convex Orderings, Dependence, and Stochastic Equality
• The key role of convexity in some copula constructions

Cited in

(5)

• On Ore-type sufficient condition for a bipancyclic ordering
• Two sufficient conditions for convex ordering on risk aggregation
• Model selection based on Lorenz and concentration curves, Gini indices and convex order
• New properties of the orthant convex-type stochastic orders
• Bivariate almost stochastic dominance

This page was built for publication: A sufficient condition of crossing type for the bivariate orthant convex order

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1933716)