Multivariate higher-degree stochastic increasing convexity (Q501831)
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scientific article; zbMATH DE number 6673157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate higher-degree stochastic increasing convexity |
scientific article; zbMATH DE number 6673157 |
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Multivariate higher-degree stochastic increasing convexity (English)
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10 January 2017
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This paper studies the multivariate stochastic higher-order increasing convexity properties of distribution families indexed by a vector of parameters; in particular, with respect to location-scale families and (random) sums of independent and identically distributed random variables. Several examples and applications of the theoretically derived results are shown.
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multivariate higher-degree increasing convex order
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ordering of mixtures
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parametric families of distributions
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upper orthant order
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orthant convex order
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0.8956187
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0.8945374
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0.88152075
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0.87485623
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