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Stochastic orderings of multivariate elliptical distributions - MaRDI portal

Stochastic orderings of multivariate elliptical distributions (Q4997205)

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scientific article; zbMATH DE number 7364100
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Stochastic orderings of multivariate elliptical distributions
scientific article; zbMATH DE number 7364100

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    Stochastic orderings of multivariate elliptical distributions (English)
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    28 June 2021
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    increasing convex order
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    multivariate elliptical distribution
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    multivariate normal distribution
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    supermodular order
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    usual stochastic order
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