On the transitivity of the comonotonic and countermonotonic comparison of random variables

DOI10.1016/j.jmva.2005.05.007zbMath1114.60018OpenAlexW2118345935WikidataQ60258041 ScholiaQ60258041MaRDI QIDQ860341

Bernard De Baets, H. E. De Meyer, Bart de Schuymer

Publication date: 9 January 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.05.007

zbMATH Keywords

copulastransitivitycomonotonicitycountermonotonicitycycle-transitivityprobabilistic relationcomparison of random variables

Mathematics Subject Classification ID

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

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