Stochastic orderings for elliptical random vectors

DOI10.1016/j.jmva.2016.02.016zbMath1338.60060OpenAlexW2289912334MaRDI QIDQ276975

Taizhong Hu, Xiaoqing Pan, Guoxin Qiu

Publication date: 4 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2016.02.016

zbMATH Keywords

usual stochastic ordermultivariate normal distributionconvex order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items

VaR bounds in models with partial dependence information on subgroups, Peakedness and convex ordering for elliptically contoured random fields, Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering, Linear orderings of the scale mixtures of the multivariate skew-normal distribution, An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings, Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications, Stochastic orderings of multivariate elliptical distributions, Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios, K-combined random fields: Basic properties and stochastic orderings

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