Baire category results for stochastic orders (Q2081243)
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scientific article; zbMATH DE number 7600386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Baire category results for stochastic orders |
scientific article; zbMATH DE number 7600386 |
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Baire category results for stochastic orders (English)
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12 October 2022
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By using the topological description of a set given by Baire categories, it is shown that the set of all pairs of univariate distributions that can be compared by means of some popular stochastic orders (the usual stochastic order, the increasing convex order and the mean residual life order) is topologically small in the set of all possible pairs of distributions. A similar result is also proved in the class of copulas equipped with the orthant order.
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Baire category
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copula
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orthant dependence
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stochastic order
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weak convergence
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