Some results on dependent random variables and a connection with the multivariate s-increasing convex order

DOI10.1080/03610926.2017.1291977MaRDI QIDQ4606453zbMATHOpenAlexFDO

Authors Milto Hadjikyriakou

Publication date 7 March 2018

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1291977

zbMATH Keywords

positive associationnegative associationKolmogorov-type inequalityHàjek-Rènyi inequalitymultivariate \(\mathbf s\)-increasing convex order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3425889 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• scientific article; zbMATH DE number 2076412 (Why is no real title available?)
• A class of bivariate stochastic orderings, with applications in actuarial sciences
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• A connection between supermodular ordering and positive/negative association.
• A multivariate extension of the increasing convex order to compare risks
• Associated random variables and martingale inequalities
• Associated sequences, demimartingales and nonparametric inference.
• Association of Random Variables, with Applications
• Comparison methods for stochastic models and risks
• Correlation structure in Farlie-Gumbel-Morgenstern distributions
• Does positive dependence between individual risks increase stop-loss premiums?
• Generalized increasing convex and directionally convex orders
• Negative association of random variables, with applications
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• The Hájek-Rényi inequality for the NA random variables and its application

Cited in

(3)

• On risk dependence and mrl ordering
• Concepts of Setwise Dependence
• A connection between supermodular ordering and positive/negative association.

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