Elementary multivariate rearrangements and stochastic dominance on a Fréchet class
DOI10.1016/J.JET.2011.11.001zbMATH Open1247.91134OpenAlexW2094939647MaRDI QIDQ435907FDOQ435907
Authors: Koen Decancq 
Publication date: 13 July 2012
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2011.11.001
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concordance ordersupermodular orderFrechet classmultivariate rearrangementmultivariate stochastic dominanceOrthant dependence order
Statistical methods; economic indices and measures (91B82) Inequalities; stochastic orderings (60E15) Utility theory (91B16)
Cites Work
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- An introduction to copulas.
- Multivariate concordance
- Comparison methods for stochastic models and risks
- Inequalities for distributions with given marginals
- Increasing interdependence of multivariate distributions
- Some remarks on the supermodular order
- Ethically robust comparisons of bidimensional distributions with an ordinal attribute
- Dominance Conditions for Multivariate Utility Functions
- The measurement of rank mobility
- Multidimensional inequality and multidimensional generalized entropy measures: an axiomatic derivation
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Cited In (14)
- Measuring cumulative deprivation and affluence based on the diagonal dependence diagram
- From unidimensional to multidimensional inequality: a review
- Comparing two-dimensional distributions: a questionnaire-experimental approach
- Duality theory and transfers for stochastic order relations
- Decomposing bivariate dominance for social welfare comparisons
- Increasing interdependence of multivariate distributions
- Introduction to inequality and risk
- Rearrangements and sequential rank order dominance
- Copula-based measurement of interdependence for discrete distributions
- Multivariate arrangement increasing functions with applications in probability and statistics
- Multidimensional indicators of inequality and poverty
- Robust dissimilarity comparisons with categorical outcomes
- A model of social welfare improving transfers
- Ethically robust comparisons of bidimensional distributions with an ordinal attribute
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