Some positive dependence stochastic orders
DOI10.1016/j.jmva.2004.11.006zbMath1086.62009OpenAlexW2080843940MaRDI QIDQ2581510
Antonio Colangelo, Marco Scarsini, Shaked, Moshe
Publication date: 10 January 2006
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2004.11.006
CopulaLikelihood ratio orderFréchet classes and boundsLeft tail decreasingLower orthant decreasing ratio orderMarshal-Olkin distributionsMultivariate total positivityRight tail increasingUpper orthant increasing ratio order
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Reliability and life testing (62N05)
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