Ordering Ellipsoidal Measures: Scale and Peakedness Orderings

DOI10.1137/0144088zbMath0569.62043OpenAlexW2061820788MaRDI QIDQ3685850

Donald R. Jensen

Publication date: 1984

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0144088

zbMATH Keywords

stochastic orderingreal symmetric matricescompact convex setsingular measuresmatrix orderinglinear inferenceordering ellipsoidal measuresordering of marginal and conditional measures of ordered measurespeakedness of measures

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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