Stochastic orders for a multivariate Pareto distribution

DOI10.2478/AUOM-2021-0004MaRDI QIDQ5879804zbMATH OpenOpenAlexFDO

Authors Luigi-Ionut Catana

Publication date 6 March 2023

Published in Analele Universitatii "Ovidius" Constanta - Seria Matematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.2478/auom-2021-0004

zbMATH Keywords

multivariate Pareto distributionmultivariate stochastic ordersstatistic orders

Mathematics Subject Classification ID

Special classes of univalent and multivalent functions of one complex variable (starlike, convex, bounded rotation, etc.) (30C45) Extremal problems for conformal and quasiconformal mappings, other methods (30C75)

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(3)

• Stochastic orders of multivariate Jones-Larsen distribution family with empirical applications in physics, economy and social sciences
• Stochastic ordering in multivariate extremes
• Stochastic ordering of discrete multivariate distributions. Algorithm in C++ with applications in the comparison of number of claims and extremes order statistics

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