Stochastic comparison for elliptically contoured random fields

DOI10.1016/J.SPL.2022.109594MaRDI QIDQ2170246zbMATH OpenOpenAlexFDO

Authors Tianshi Lu, J. Du, C. Ma

Publication date 30 August 2022

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

Full work available at URL https://doi.org/10.1016/j.spl.2022.109594

zbMATH Keywords

Gaussian random fieldconvex orderpeakednesselliptically contoured random fieldcompact two-point homogeneous space

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Inequalities; stochastic orderings (60E15)

Recommendations

• Peakedness and convex ordering for elliptically contoured random fields
• Stochastic orderings for elliptical random vectors
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• Ordering Ellipsoidal Measures: Scale and Peakedness Orderings

Cites work

• scientific article; zbMATH DE number 1022519 (Why is no real title available?)
• scientific article; zbMATH DE number 3252860 (Why is no real title available?)
• A Property of the Multivariate $t$ Distribution
• Gaussian processes on compact symmetric spaces
• Isotropic covariance matrix functions on compact two-point homogeneous spaces
• Multifractional vector Brownian motions, their decompositions, and generalizations
• Peakedness and convex ordering for elliptically contoured random fields
• Positive definite functions on spheres
• Spherical and hyperbolic fractional Brownian motion
• Spherically invariant processes: Their nonlinear structure, discrimination, and estimation
• Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres
• Stochastic orders
• Student's \(t\) vector random fields with power-law and log-law decaying direct and cross covariances
• The multivariate normal distribution
• Time-varying isotropic vector random fields on compact two-point homogeneous spaces
• Two-point homogeneous spaces
• Vector random fields with second-order moments or second-order increments

Cited in

(4)

• Ordering Ellipsoidal Measures: Scale and Peakedness Orderings
• Stochastic approach to the comparison of ellipsoidal and interval estimates
• Peakedness and convex ordering for elliptically contoured random fields
• Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces

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