Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering

DOI10.1080/03610926.2020.1740934MaRDI QIDQ5079131zbMATH OpenOpenAlexFDO

Authors Dariush Jamali, Mehdi Amiri, Ahad Jamalizadeh

Publication date 25 May 2022

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

Full work available at URL https://doi.org/10.1080/03610926.2020.1740934

zbMATH Keywords

convex functionintegral ordermultivariate skew-normal distributionpositive semi-definite matrixstochastic order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistics (62-XX) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• Association of normal random variables and Slepian's inequality
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• Comparison methods for stochastic models and risks
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• scientific article; zbMATH DE number 3847169 (Why is no real title available?)
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• scientific article; zbMATH DE number 3712886 (Why is no real title available?)
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• Inequalities for stochastic models via supermodular orderings
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• Some properties of skew-symmetric distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• Stochastic ordering of bivariate elliptical distributions
• Stochastic ordering of multivariate normal distributions
• Stochastic orderings for elliptical random vectors
• Stochastic orders
• Stochastic Orders Generated by Integrals: a Unified Study
• The linear stochastic order and directed inference for multivariate ordered distributions
• The multivariate skew-normal distribution

Cited in

(7)

• Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications
• K-combined random fields: Basic properties and stochastic orderings
• An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
• Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons
• Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science
• The Bessel function expression of characteristic function
• Stochastic arrangement increasing property of skew-normal distributions

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