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

zbMATH Keywords

marginalssubmartingalemultivariate stochastic orderingmajorisation theory

Mathematics Subject Classification ID

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

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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 Existence of Probability Measures with Given Marginals
• The effect of variability in the GI/G/s queue

Cited in

(14)

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

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