Stochastic ordering of multivariate normal distributions
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Publication:5960154
DOI10.1023/A:1014629416504zbMath0989.62031MaRDI QIDQ5960154
Publication date: 11 April 2002
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
stochastic orders; directionally convex order; multivariate normal distributions; supermodular order
60E15: Inequalities; stochastic orderings
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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