Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors

arXiv2304.09013MaRDI QIDQ6433504FDOQ6433504

Authors: Chuancun Yin 

Publication date: 18 April 2023

Abstract: In this work, we establish some stochastic comparison results for multivariate skew-elliptical random vectors. These multivariate stochastic comparisons involve Hessian and increasing-Hessian orderings as well as many of their special cases. Necessary and/or sufficient conditions of the orderings are provided simply based on a comparison of the underlying model parameters.

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