Stochastic ordering of multivariate normal distributions

DOI10.1023/A:1014629416504zbMath0989.62031OpenAlexW1480080480MaRDI QIDQ5960154

Alfred Müller

Publication date: 11 April 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014629416504

zbMATH Keywords

stochastic ordersdirectionally convex ordermultivariate normal distributionssupermodular order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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