Stochastic orders of multivariate Jones-Larsen distribution family with empirical applications in physics, economy and social sciences
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Publication:2162897
DOI10.1016/J.PHYSA.2022.127474OpenAlexW4225132557MaRDI QIDQ2162897FDOQ2162897
Authors: Luigi-Ionut Catana 
Publication date: 9 August 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2022.127474
Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Statistical mechanics, structure of matter (82-XX)
Cites Work
- Order Statistics
- Stochastic ordering of multivariate normal distributions
- Multivariate distributions with support above the diagonal
- Tail dependence between order statistics
- Ordering properties of the smallest and largest claim amounts in a general scale model
- Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals
- Relations and identities for the moments of order statistics from a sample containing a single outlier
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
- Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model
- Analysis of temporal and spatial distributions between earthquakes in the region of California through non-extensive statistical mechanics and its limits of validity
- Stochastic comparisons of series and parallel systems with independent heterogeneous lower-truncated Weibull components
- Stochastic orders for a multivariate Pareto distribution
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