Linear orderings of the scale mixtures of the multivariate skew-normal distribution

DOI10.1016/j.jmva.2020.104647zbMath1453.60045OpenAlexW3033533071MaRDI QIDQ2196130

Mehdi Amiri, Ahad Jamalizadeh, Salman Izadkhah

Publication date: 28 August 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104647

zbMATH Keywords

copositive matrixskew-normal distributionscale mixtureconvex orderingspositive linear orderings

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings ⋮ Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions ⋮ Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications ⋮ Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios ⋮ K-combined random fields: Basic properties and stochastic orderings

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