Peakedness and convex ordering for elliptically contoured random fields

DOI10.1016/j.jspi.2017.12.001zbMath1432.60055OpenAlexW2775603557MaRDI QIDQ1643792

Fangfang Wang, Chunsheng Ma

Publication date: 20 June 2018

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2017.12.001

zbMATH Keywords

usual stochastic orderGaussian random fieldconvex orderpeakednesselliptically contoured random field

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Inequalities; stochastic orderings (60E15)

Related Items (6)

Power-law Lévy processes, power-law vector random fields, and some extensions ⋮ Stochastic comparison for elliptically contoured random fields ⋮ Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres ⋮ Singularity among selfsimilar Gaussian random fields with different scaling parameters and others ⋮ Hyperbolic cosine ratio and hyperbolic sine ratio random fields ⋮ K-combined random fields: Basic properties and stochastic orderings

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