Ordering functions of random vectors, with application to partial sums

DOI10.1007/S10959-012-0402-YzbMATHOpenAlexMaRDI QIDQ354747FDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites work

• Generalized increasing convex and directionally convex orders
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• The s-convex orders among real random variables, with applications

Cited in

(17)

• On the sums of probability functions of order statistics
• Generalized increasing convex and directionally convex orders
• On methods for generating random partial orders
• Comonotonicity, orthant convex order and sums of random variables
• Parametric Schur convexity and arrangement monotonicity properties of partial sums
• A further study on correlation order
• scientific article; zbMATH DE number 5769798 (Why is no real title available?)
• scientific article; zbMATH DE number 125968 (Why is no real title available?)
• scientific article; zbMATH DE number 1133210 (Why is no real title available?)
• Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
• The conditional convex order and a comparison inequality
• Stochastic comparison of multivariate random sums
• Some results on dependent random variables and a connection with the multivariate \(\mathbf s\)-increasing convex order
• Multivariate higher-degree stochastic increasing convexity
• Convex ordering for random vectors using predictable representation
• Multivariate arrangement increasing functions with applications in probability and statistics
• A stochastic ordering of partial sums of independent random variables and of some random processes

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