A stochastic order for random vectors and random sets based on the Aumann expectation.

DOI10.1016/S0167-7152(03)00094-4zbMath1103.60303MaRDI QIDQ1423185

Ignacio Cascos Fernández, Ilya S. Molchanov

Publication date: 14 February 2004

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

zbMATH Keywords

Aumann expectationRandom setStochastic orderConvex orderLift zonoid

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (5)

A generalized stochastic goal programming model ⋮ Stochastic Orders for Fuzzy Random Variables ⋮ A STOCHASTIC ORDERING FOR RANDOM VARIABLES WITH APPLICATIONS ⋮ Integral trimmed regions ⋮ A stochastic order for interval valued random mappings and applications

Cites Work

• Multivariate dispersion, central regions and depth. The lift zonoid approach
• Lift zonoids, random convex hulls and the variability of random vectors
• Multivariate Convex Orderings, Dependence, and Stochastic Equality
• Families of life distributions characterized by two moments
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