Preserving multivariate dispersion: an application to the Wishart distribution

DOI10.1016/J.JMVA.2005.05.001zbMath1089.62054OpenAlexW2059418167MaRDI QIDQ2493139

Rosario Rodríguez-Griñolo, J. M. Fernández-Ponce

Publication date: 9 June 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.05.001

zbMATH Keywords

contractiontransformationsdispersion ordering

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

The simplex dispersion ordering and its application to the evaluation of human corneal endothelia ⋮ Multivariate dispersive ordering of spacings of generalized order statistics

Cites Work

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• On the quantiles of the gamma and F distributions
• A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis
• Dispersive ordering of distributions

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