Characterisation of a multivariate stochastic ordering

DOI10.1017/S0004972700027751MaRDI QIDQ3790397zbMATH OpenOpenAlexFDO

Authors Colm Art O'Cinneide

Publication date 1988

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0004972700027751

zbMATH Keywords

majorisation theorymarginalsmultivariate stochastic orderingsubmartingale

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Martingales with discrete parameter (60G42)

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Cites work

• scientific article; zbMATH DE number 1266748 (Why is no real title available?)
• Inequalities: theory of majorization and its applications
• The effect of variability in the GI/G/s queue
• The Existence of Probability Measures with Given Marginals

Cited in

(14)

• A stochastic order for random vectors and random sets based on the Aumann expectation.
• Characterization of conditional covariance and unified theory in the problem of ordering random variables
• Stochastic monotonicity from an Eulerian viewpoint
• scientific article; zbMATH DE number 3847169 (Why is no real title available?)
• Structure and order estimation of multivariable stochastic processes
• EWMA Charts for Multivariate Output: Some Stochastic Ordering Results
• Multidimensional Stochastic Ordering and Associated Random Variables
• Bivariate characterization of some stochastic order relations
• Estimation of Multivariate Distributions Under Stochastic Ordering
• Stochastic Ordering in the Qualitative Assessment of the Performance of Simultaneous Schemes for Bivariate Processes
• Stochastic orders and majorization of mean order statistics
• Representing subjective orderings of random variables: An extension
• Characterizing the asymptotic and catalytic stochastic orders on topological abelian groups
• On Strassen's theorem for support functions

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