Pages that link to "Item:Q882896"
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The following pages link to Characterization of stochastic orders by \(L\)-functionals (Q882896):
Displaying 22 items.
- Comparison of risks based on the expected proportional shortfall (Q153955) (← links)
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Distorted Lorenz curves: models and comparisons (Q404738) (← links)
- A characterization and sufficient conditions for the total time on test transform order (Q464439) (← links)
- Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data (Q764473) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- On the relationship of location-independent riskier order to the usual stochastic order (Q1004393) (← links)
- Stochastic orders and co-risk measures under positive dependence (Q1697224) (← links)
- Stochastic comparisons and bounds for conditional distributions by using copula properties (Q1994046) (← links)
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
- Distorted stochastic dominance: a generalized family of stochastic orders (Q2201711) (← links)
- On a family of coherent measures of variability (Q2212171) (← links)
- On the \(L_p\)-metric between a probability distribution and its distortion (Q2445339) (← links)
- Stochastic orders and multivariate measures of risk contagion (Q2656999) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- NEW PROPERTIES OF THE TOTAL TIME ON TEST TRANSFORM ORDER (Q2894056) (← links)
- Tests for Stochastic Orders and Mean Order Statistics (Q3168548) (← links)
- A class of location-independent variability orders, with applications (Q3578673) (← links)
- Stochastic ordering properties for systems with dependent identically distributed components (Q5414540) (← links)
- On multivariate orderings of some general ordered random vectors (Q6582055) (← links)
- On joint marginal expected shortfall and associated contribution risk measures (Q6592290) (← links)
- Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (Q6640105) (← links)
