Stochastic comparison for elliptically contoured random fields

DOI10.1016/J.SPL.2022.109594zbMATH Open1496.60017OpenAlexW4283316623MaRDI QIDQ2170246FDOQ2170246

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

Recommendations

• Peakedness and convex ordering for elliptically contoured random fields
• Stochastic orderings for elliptical random vectors
• Stochastic orderings of multivariate elliptical distributions
• Elliptically contoured random fields in space and time
• Ordering Ellipsoidal Measures: Scale and Peakedness Orderings

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)

Cites Work

• Title not available (Why is that?)
• The multivariate normal distribution
• Stochastic orders
• Vector random fields with second-order moments or second-order increments
• Student'stVector Random Fields with Power-Law and Log-Law Decaying Direct and Cross Covariances
• Spherical and hyperbolic fractional Brownian motion
• Positive definite functions on spheres
• Title not available (Why is that?)
• Two-point homogeneous spaces
• Spherically invariant processes: Their nonlinear structure, discrimination, and estimation
• Peakedness and convex ordering for elliptically contoured random fields
• Isotropic covariance matrix functions on compact two-point homogeneous spaces
• Gaussian processes on compact symmetric spaces
• Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres
• Time-varying isotropic vector random fields on compact two-point homogeneous spaces
• A Property of the Multivariate $t$ Distribution
• Multifractional Vector Brownian Motions, Their Decompositions, and Generalizations

Cited In (3)

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

This page was built for publication: Stochastic comparison for elliptically contoured random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2170246)