Stochastic comparisons and bounds for conditional distributions by using copula properties
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Cites work
- scientific article; zbMATH DE number 125976 (Why is no real title available?)
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- A concept of negative dependence using stochastic ordering
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- Gini's mean difference: a superior measure of variability for non-normal distributions
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- New classes of priors based on stochastic orders and distortion functions
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- On dependence consistency of CoVaR and some other systemic risk measures
- On the \(L_p\)-metric between a probability distribution and its distortion
- Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems
- Principles of copula theory
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- Stochastic comparisons of distorted variability measures
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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
- Distortion representations of multivariate distributions
- 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
- 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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