A multivariate dispersion ordering based on quantiles more widely separated
From MaRDI portal
Publication:1810706
DOI10.1016/S0047-259X(02)00038-6zbMath1018.60014MaRDI QIDQ1810706
J. M. Fernández-Ponce, Alfonso Suárez-Llorens
Publication date: 9 June 2003
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Related Items
A stochastic order for the analysis of investments affected by the time value of money, MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO THE MULTIVARIATE t-DISTRIBUTION, Dispersive ordering-some applications and examples, Comparison of increasing directionally convex transformations of random vectors with a common copula, On a new NBUE property in multivariate sense: an application, Probability equivalent level for CoVaR and VaR, On relative skewness for multivariate distributions, A characterization of the multivariate excess wealth ordering, An introduction to copula-based bivariate reliability Concepts, On multivariate dispersion orderings based on the standard construction, New multivariate orderings based on conditional distributions, Some new results on multivariate dispersive ordering of generalized order statistics, Preserving multivariate dispersion: an application to the Wishart distribution, An indexed multivariate dispersion ordering based on the Hausdorff distance, Multivariate Excess Wealth Ordering of Generalized Order Statistics, DEPENDENCE, DISPERSIVENESS, AND MULTIVARIATE HAZARD RATE ORDERING, A multivariate IFR notion based on the multivariate dispersive ordering, New multivariate aging notions based on the corrected orthant and the standard construction, Quantile curves and dependence structure for bivariate distributions, The simplex dispersion ordering and its application to the evaluation of human corneal endothelia, Multivariate dispersive ordering of spacings of generalized order statistics, Multivariate Comparisons of Ordered Data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Descriptive statistics for multivariate distributions
- Conditionally ordered distributions
- Concentration inequalities for multivariate distributions. I: Multivariate normal distributions
- Multivariate dispersion orderings
- Dispersive distributions, and the connection between dispersivity and strong unimodality
- Dispersive ordering of distributions