Multivariate dispersion orderings

DOI10.1016/0167-7152(94)00084-LzbMath0813.62048OpenAlexW2041769632WikidataQ61855981 ScholiaQ61855981MaRDI QIDQ1347201

Alessandra Giovagnoli, Henry P. Wynn

Publication date: 2 April 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00084-l

zbMATH Keywords

variabilitycharacterizationsnormal distributionmajorizationstochastic orderingsmultivariate dispersion orderingoffline quality controlweak and strong ordering

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites Work

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• Descriptive statistics for multivariate distributions
• Concentration inequalities for multivariate distributions. I: Multivariate normal distributions
• Descriptive statistics for non-parametric models. III: Dispersion
• G-majorization with applications to matrix orderings
• New properties and characterizations of the dispersive ordering
• Stochastic Ordering Approach to Off-Line Quality Control
• On Random Variables with Comparable Peakedness
• Inequalities: theory of majorization and its applications
• Dispersive ordering of distributions

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