Two Variability Orders
From MaRDI portal
Publication:4950706
DOI10.1017/S0269964800005039zbMath0984.60023MaRDI QIDQ4950706
Shaked, Moshe, J. George Shanthikumar
Publication date: 3 February 2002
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Related Items
Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory, Characterization of higher-degree dispersion, right spread and stop-loss transform orders, A family of tests for right spread order, A note on the right spread order associated with exponential distributions, Dispersive ordering-some applications and examples, Reversed preservation of stochastic orders for random minima and maxima with applications, Characterizations of classes of risk measures by dispersive orders, Some comparisons between generalized order statistics, On the relationship of location-independent riskier order to the usual stochastic order, Multivariate properties of random vectors of order statistics, Reversed preservation properties of some negative aging conceptions and stochastic orders, The observed total time on test and the observed excess wealth, On a characterization of right spread order by the increasing convex order, A characterization of the dilation order and its applications, On multivariate dispersion orderings based on the standard construction, On optimality of extremal schemes in progressive type II censoring, A note on expected rent in auction theory, Preservation of the location independent risk order under convolution, On testing the dilation order and HNBUE alternatives, Some closure properties of right spread order, Partial Ordering and Aging Properties of Order Statistics When the Sample Size is Random: A Brief Review, Stochastic comparisons of spacings of record values from one or two sample sequences
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Parametric stochastic convexity and concavity of stochastic processes
- The multivariate hazard construction
- Majorization and the Lorenz order: a brief introduction
- Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
- On regression representations of stochastic processes
- Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
- The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
- The total hazard construction, antithetic variates and simulation of stochastic systems
- Some Concepts of Dependence
- Association of Random Variables, with Applications
- Strong stochastic convexity: closure properties and applications
