Pages that link to "Item:Q2489818"
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The following pages link to Stochastic ordering of bivariate elliptical distributions (Q2489818):
Displaying 15 items.
- Stochastic orderings for elliptical random vectors (Q276975) (← links)
- On some entropy and divergence type measures of variability and dependence for mixed continuous and discrete variables (Q951048) (← links)
- Beneficial changes in dependence structures and two-moment decision models (Q974999) (← links)
- Risk measurement in the presence of background risk (Q998264) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- Two sufficient conditions for convex ordering on risk aggregation (Q1667592) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
- Ordering results for elliptical distributions with applications to risk bounds (Q2222233) (← links)
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
- Portfolio selection through an extremality stochastic order (Q2444701) (← links)
- Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
- Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering (Q5079131) (← links)
- <i>K</i>-combined random fields: Basic properties and stochastic orderings (Q5875232) (← links)
- An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings (Q6169187) (← links)
