Stochastic orders of multivariate Jones-Larsen distribution family with empirical applications in physics, economy and social sciences

DOI10.1016/J.PHYSA.2022.127474MaRDI QIDQ2162897OpenAlexFDO

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

zbMATH Keywords

multivariate distributionorder statisticsportfoliosstochastic order

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Statistical mechanics, structure of matter (82-XX)

Cites work

• Analysis of temporal and spatial distributions between earthquakes in the region of California through non-extensive statistical mechanics and its limits of validity
• Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals
• Multivariate distributions with support above the diagonal
• Order Statistics
• Ordering properties of the smallest and largest claim amounts in a general scale model
• Relations and identities for the moments of order statistics from a sample containing a single outlier
• Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model
• Stochastic comparisons of series and parallel systems with independent heterogeneous lower-truncated Weibull components
• Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
• Stochastic ordering of multivariate normal distributions
• Stochastic orders for a multivariate Pareto distribution
• Tail dependence between order statistics

This page was built for publication: Stochastic orders of multivariate Jones-Larsen distribution family with empirical applications in physics, economy and social sciences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2162897)