Elementary multivariate rearrangements and stochastic dominance on a Fréchet class

DOI10.1016/j.jet.2011.11.001zbMath1247.91134OpenAlexW2094939647MaRDI QIDQ435907

Koen Decancq

Publication date: 13 July 2012

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2011.11.001

zbMATH Keywords

supermodular ordermultivariate stochastic dominanceconcordance orderFrechet classmultivariate rearrangementOrthant dependence order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Utility theory (91B16) Statistical methods; economic indices and measures (91B82)

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Cites Work

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• Ethically robust comparisons of bidimensional distributions with an ordinal attribute
• Increasing interdependence of multivariate distributions
• An introduction to copulas.
• Inequalities for distributions with given marginals
• Some remarks on the supermodular order
• Multivariate concordance
• The measurement of rank mobility
• Multidimensional inequality and multidimensional generalized entropy measures: an axiomatic derivation
• Dominance Conditions for Multivariate Utility Functions

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