Characterisation of a multivariate stochastic ordering

DOI10.1017/S0004972700027751zbMATH Open0646.60050OpenAlexW2156186742MaRDI QIDQ3790397FDOQ3790397

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

Recommendations

• Multidimensional Stochastic Ordering and Associated Random Variables
• Characterizations of stochastic ordering for non-negative random variables
• scientific article; zbMATH DE number 3847169
• Bivariate characterization of some stochastic order relations
• Stochastic ordering of multivariate normal distributions
• Estimation of Multivariate Distributions Under Stochastic Ordering
• scientific article; zbMATH DE number 5548225
• A stochastic ordering for random variables with applications

zbMATH Keywords

marginalssubmartingalemultivariate stochastic orderingmajorisation theory

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Inequalities: theory of majorization and its applications
• The Existence of Probability Measures with Given Marginals
• The effect of variability in the GI/G/s queue

Cited In (14)

• Title not available (Why is that?)
• Stochastic Ordering in the Qualitative Assessment of the Performance of Simultaneous Schemes for Bivariate Processes
• A stochastic order for random vectors and random sets based on the Aumann expectation.
• Multidimensional Stochastic Ordering and Associated Random Variables
• Characterizing the asymptotic and catalytic stochastic orders on topological abelian groups
• Stochastic monotonicity from an Eulerian viewpoint
• Representing subjective orderings of random variables: An extension
• Estimation of Multivariate Distributions Under Stochastic Ordering
• On Strassen's theorem for support functions
• Structure and order estimation of multivariable stochastic processes
• Characterization of conditional covariance and unified theory in the problem of ordering random variables
• Stochastic orders and majorization of mean order statistics
• EWMA Charts for Multivariate Output: Some Stochastic Ordering Results
• Bivariate characterization of some stochastic order relations

This page was built for publication: Characterisation of a multivariate stochastic ordering

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3790397)