Elementary multivariate rearrangements and stochastic dominance on a Fréchet class

DOI10.1016/j.jet.2011.11.001zbMath1247.91134MaRDI QIDQ435907

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

supermodular order; multivariate stochastic dominance; concordance order; Frechet class; multivariate rearrangement; Orthant dependence order

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

91B16: Utility theory

91B82: Statistical methods; economic indices and measures

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