Elementary multivariate rearrangements and stochastic dominance on a Fréchet class

DOI10.1016/J.JET.2011.11.001MaRDI QIDQ435907zbMATHOpenAlexFDO

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

zbMATH Keywords

concordance ordersupermodular orderFrechet classmultivariate rearrangementmultivariate stochastic dominanceOrthant dependence order

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Inequalities; stochastic orderings (60E15) Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3512021 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• An introduction to copulas.
• Comparison methods for stochastic models and risks
• Dominance Conditions for Multivariate Utility Functions
• Ethically robust comparisons of bidimensional distributions with an ordinal attribute
• Increasing interdependence of multivariate distributions
• Inequalities for distributions with given marginals
• Multidimensional inequality and multidimensional generalized entropy measures: an axiomatic derivation
• Multivariate concordance
• Some remarks on the supermodular order
• The measurement of rank mobility

Cited in

(14)

• Copula-based measurement of interdependence for discrete distributions
• Robust dissimilarity comparisons with categorical outcomes
• Comparing two-dimensional distributions: a questionnaire-experimental approach
• Decomposing bivariate dominance for social welfare comparisons
• Introduction to inequality and risk
• Multidimensional indicators of inequality and poverty
• Measuring cumulative deprivation and affluence based on the diagonal dependence diagram
• From unidimensional to multidimensional inequality: a review
• Increasing interdependence of multivariate distributions
• Duality theory and transfers for stochastic order relations
• A model of social welfare improving transfers
• Rearrangements and sequential rank order dominance
• Multivariate arrangement increasing functions with applications in probability and statistics
• Ethically robust comparisons of bidimensional distributions with an ordinal attribute

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