Ordering functions of random vectors, with application to partial sums

DOI10.1007/S10959-012-0402-YzbMATH Open1271.60030OpenAlexW1968166257MaRDI QIDQ354747FDOQ354747

Authors: Michel Denuit, Mhamed Mesfioui 

Publication date: 19 July 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-012-0402-y

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zbMATH Keywords

multivariate increasing convex order of higher degreestochastic recursive equationsupper orthant (convex) order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• The s-convex orders among real random variables, with applications
• Stochastic orders
• Generalized increasing convex and directionally convex orders
• On the distance between convex-ordered random variables, with applications

Cited In (17)

• Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
• The conditional convex order and a comparison inequality
• Title not available (Why is that?)
• On methods for generating random partial orders
• On the sums of probability functions of order statistics
• A stochastic ordering of partial sums of independent random variables and of some random processes
• Parametric Schur convexity and arrangement monotonicity properties of partial sums
• Multivariate arrangement increasing functions with applications in probability and statistics
• A further study on correlation order
• Convex ordering for random vectors using predictable representation
• Stochastic comparison of multivariate random sums
• Some results on dependent random variables and a connection with the multivariate \(\mathbf s\)-increasing convex order
• Title not available (Why is that?)
• Comonotonicity, orthant convex order and sums of random variables
• Title not available (Why is that?)
• Multivariate higher-degree stochastic increasing convexity
• Generalized increasing convex and directionally convex orders

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