Stochastic orders of multivariate Jones-Larsen distribution family with empirical applications in physics, economy and social sciences

DOI10.1016/J.PHYSA.2022.127474OpenAlexW4225132557MaRDI QIDQ2162897

Luigi-Ionut Catana

Publication date: 9 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.127474

zbMATH Keywords

order statisticsstochastic ordermultivariate distributionportfolios

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Statistical mechanics, structure of matter (82-XX)

Cites Work

• Tail dependence between order statistics
• Analysis of temporal and spatial distributions between earthquakes in the region of California through non-extensive statistical mechanics and its limits of validity
• Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals
• Stochastic comparisons of series and parallel systems with independent heterogeneous lower-truncated Weibull components
• Multivariate distributions with support above the diagonal
• Relations and identities for the moments of order statistics from a sample containing a single outlier
• Order Statistics
• Ordering properties of the smallest and largest claim amounts in a general scale model
• Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
• Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model
• Stochastic orders for a multivariate Pareto distribution
• Stochastic ordering of multivariate normal distributions

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