A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders
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Publication:2342933
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Cites work
- A new class of symmetric bivariate copulas
- A note on allocation of portfolio shares of random assets with Archimedean copula
- An introduction to copulas.
- Bivariate characterization of some stochastic order relations
- Characterization of optimal order of servers in a tandem queue with blocking
- Convex orders for linear combinations of random variables
- Functions decreasing in transposition and their applications in ranking problems
- Moment and geometric probability inequalities arising from arrangement increasing functions
- Negative aging and stochastic comparisons of residual lifetimes in multivariate frailty models
- On a system of nonhomogeneous components sharing a common frailty
- On optimal allocation of redundant components for series and parallel systems of two dependent components
- On rankings and top choices in random utility models with dependent utilities
- Stochastic orders
- Stochastic orders of scalar products with applications
Cited in
(13)- Preservation of weak stochastic arrangement increasing under fixed time left-censoring
- On joint weak reversed hazard rate order under symmetric copulas
- A general family of univariate stochastic orders
- Joint stochastic orders of high degrees and their applications in portfolio selections
- A positive dependence notion based on componentwise unimodality of copulas
- Joint weak hazard rate order under non-symmetric copulas
- A copula-based method to build diffusion models with prescribed marginal and serial dependence
- Residual stochastic precedence order
- A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property
- Comparison of hazard rates for dependent random variables
- Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes
- On coverage limits and deductibles for SAI loss severities
- Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound
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