Ordering results for elliptical distributions with applications to risk bounds
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Publication:2222233
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- scientific article; zbMATH DE number 3847169
- On bivariate order statistics from elliptical distributions
Cites work
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- scientific article; zbMATH DE number 3400223 (Why is no real title available?)
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- Ordering risk bounds in partially specified factor models
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Cited in
(12)- Ordering risk bounds in partially specified factor models
- Stochastic ordering of Gini indexes for multivariate elliptical risks
- Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons
- Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models
- Generalized Hoeffding-Fréchet functionals and mass transportation
- An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
- Comparison results for positive supermodular dependent Markov tree distributions
- Stochastic ordering of bivariate elliptical distributions
- Copula modeling from Abe Sklar to the present day
- Supermodular and directionally convex comparison results for general factor models
- Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science
- Exchangeable FGM copulas
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