Stochastic orderings for elliptical random vectors
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Publication:276975
DOI10.1016/j.jmva.2016.02.016zbMath1338.60060OpenAlexW2289912334MaRDI QIDQ276975
Taizhong Hu, Xiaoqing Pan, Guoxin Qiu
Publication date: 4 May 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.02.016
Related Items (9)
VaR bounds in models with partial dependence information on subgroups ⋮ Peakedness and convex ordering for elliptically contoured random fields ⋮ Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering ⋮ Linear orderings of the scale mixtures of the multivariate skew-normal distribution ⋮ An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings ⋮ Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications ⋮ Stochastic orderings of multivariate elliptical distributions ⋮ Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios ⋮ K-combined random fields: Basic properties and stochastic orderings
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- Stochastic orders
- Hessian orders and multinormal distributions
- Conditionally ordered distributions
- On the theory of elliptically contoured distributions
- Some stochastic orders of Kotz-type distributions
- The linear stochastic order and directed inference for multivariate ordered distributions
- Stochastic ordering of bivariate elliptical distributions
- Multivariate Convex Orderings, Dependence, and Stochastic Equality
- Stochastic ordering of multivariate normal distributions
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