Multivariate Convex Orderings, Dependence, and Stochastic Equality

DOI10.1239/jap/1032192554zbMath0906.60020OpenAlexW2009192746MaRDI QIDQ4393828

Marco Scarsini

Publication date: 11 June 1998

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/237658f6ae1975ce9dd454baf40b00f1d51b1c22

zbMATH Keywords

copuladilationstochastic dominancemultivariate normal distributionlinear convex ordering

Mathematics Subject Classification ID

Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15) Distribution theory (60E99)

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