Some stochastic orders of Kotz-type distributions

DOI10.1016/j.spl.2004.06.001zbMath1066.60022OpenAlexW2039799562MaRDI QIDQ1771477

Ying Ding, Xin Sheng Zhang

Publication date: 21 April 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2004.06.001

zbMATH Keywords

stochastic order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (7)

Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models ⋮ Stochastic orderings for elliptical random vectors ⋮ An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings ⋮ The linear stochastic order and directed inference for multivariate ordered distributions ⋮ Ordering results for elliptical distributions with applications to risk bounds ⋮ Stochastic ordering of bivariate elliptical distributions ⋮ Stochastic orderings of multivariate elliptical distributions

Cites Work

• Stochastic Comparison of Random Vectors with a Common Copula
• Inequalities: theory of majorization and its applications
• Stochastic ordering of multivariate normal distributions
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