On multivariate dispersion orderings based on the standard construction

DOI10.1016/j.spl.2007.07.001zbMath1144.60010OpenAlexW1965218407MaRDI QIDQ2474517

Felix Belzunce, Alfonso Suárez-Llorens, José-María Ruiz

Publication date: 6 March 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.001

zbMATH Keywords

convolutionsmodels of ordered random variablesunivariate and multivariate dispersive orders

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items

Generalized order statistics: an exponential family in model parameters, Distances between models of generalized order statistics, Global dependence stochastic orders, Comparison of increasing directionally convex transformations of random vectors with a common copula, Probability equivalent level for CoVaR and VaR, On relative skewness for multivariate distributions, On sufficient conditions for the comparison in the excess wealth order and spacings, A multivariate IFR notion based on the multivariate dispersive ordering, Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data, Multivariate Comparisons of Ordered Data

Uses Software

• Linkages

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Solution of a statistical optimization problem by rearrangement methods
• Descriptive statistics for multivariate distributions
• An introduction to copulas. Properties and applications
• Dispersive ordering of convolutions of exponential random variables
• Multivariate dispersion orderings
• Stop-loss order for portfolios of dependent risks
• Multivariate properties of random vectors of order statistics
• On stochastic orders for sums of independent random variables
• A multivariate dispersion ordering based on quantiles more widely separated
• Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
• DEPENDENCE, DISPERSIVENESS, AND MULTIVARIATE HAZARD RATE ORDERING
• Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
• Dispersive distributions, and the connection between dispersivity and strong unimodality
• Monotonicity results for MR/GI/1 queues
• STOCHASTIC COMPARISONS OF GENERALIZED ORDER STATISTICS
• Multivariate dispersive ordering of epoch times of nonhomogeneous Poisson processes
• Two Variability Orders
• MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE t-DISTRIBUTION
• Comparison Results for Markov-Modulated Recursive Models
• Stochastic Comparison of Random Vectors with a Common Copula
• Dispersive ordering among linear combinations of uniform random variables