Stochastic comparisons and bounds for conditional distributions by using copula properties
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Publication:1994046
DOI10.1515/DEMO-2018-0010zbMATH Open1404.62057OpenAlexW2884603541WikidataQ129469528 ScholiaQ129469528MaRDI QIDQ1994046FDOQ1994046
Authors: Miguel A. Sordo, Jorge Navarro 
Publication date: 1 November 2018
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2018-0010
Recommendations
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)
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Cited In (16)
- Bivariate box plots based on quantile regression curves
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
- Comparison of increasing directionally convex transformations of random vectors with a common copula
- Connecting copula properties with reliability properties of coherent systems
- Preservation of some stochastic orders by distortion functions with application to coherent systems with exchangeable components
- Distortion representations of multivariate distributions
- Stochastic orders and multivariate measures of risk contagion
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS
- Stochastic orders and distortion risk contribution ratio measures
- Minimal repair of failed components in coherent systems
- Probability equivalent level for CoVaR and VaR
- Stochastic Comparison of Random Vectors with a Common Copula
- Conditional information using copulas with an application to decision making
- On sums of dependent random lifetimes under the time-transformed exponential model
- Bounds for the hazard rate and the reversed hazard rate of the convolution of dependent random lifetimes
- New multivariate Gini's indices
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