Baire category results for stochastic orders

DOI10.1007/S13398-022-01324-3zbMath1501.60017OpenAlexW4298125965MaRDI QIDQ2081243

Fabrizio Durante, Claudio Ignazzi, Juan Fernández-Sánchez

Publication date: 12 October 2022

Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13398-022-01324-3

zbMATH Keywords

copulaweak convergencestochastic orderBaire categoryorthant dependence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Classification of real functions; Baire classification of sets and functions (26A21)

Uses Software

• CopulaModel

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An introduction to copulas.
• Stochastic orders
• Mathematical Risk Analysis
• Dependence Modeling with Copulas
• Preservation properties for the mean residual life ordering
• Principles of Copula Theory
• Ordinal sums: from triangular norms to bi- and multivariate copulas

This page was built for publication: Baire category results for stochastic orders