Some results on dependent random variables and a connection with the multivariate s-increasing convex order
From MaRDI portal
Publication:4606453
DOI10.1080/03610926.2017.1291977zbMath1387.60036OpenAlexW2588358827MaRDI QIDQ4606453
Publication date: 7 March 2018
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1291977
negative associationpositive associationKolmogorov-type inequalityHàjek-Rènyi inequalitymultivariate \(\mathbf s\)-increasing convex order
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A multivariate extension of the increasing convex order to compare risks
- Ordering functions of random vectors, with application to partial sums
- The Hájek-Rényi inequality for the NA random variables and its application
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- Does positive dependence between individual risks increase stop-loss premiums?
- A connection between supermodular ordering and positive/negative association.
- A comparison theorem on moment inequalities between negatively associated and independent random variables
- Negative association of random variables, with applications
- Generalized Increasing Convex and Directionally Convex Orders
- Associated random variables and martingale inequalities
- Correlation structure in Farlie-Gumbel-Morgenstern distributions
- Association of Random Variables, with Applications
This page was built for publication: Some results on dependent random variables and a connection with the multivariate s-increasing convex order