Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction

DOI10.1016/j.jmva.2021.104803zbMath1476.62037OpenAlexW3193373767MaRDI QIDQ2237821

Christian Y. Robert, Michel M. Denuit

Publication date: 28 October 2021

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

Full work available at URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A232135/datastream/PDF_01/view

zbMATH Keywords

stochastic dominancelog-concavitycentral-limit theoremstochastic increasingness

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10)

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