Stochastic comparison of multivariate random sums
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Publication:4829391
DOI10.4064/AM30-4-2zbMath1061.60012OpenAlexW2032229154MaRDI QIDQ4829391
Publication date: 29 November 2004
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/am30-4-2
supermodular functionsdirectionally convex orderstochastic comparisonmultivariate stochastic ordersconvex-type orderingsmultivariate random sumsstationary sequence of nonnegative (non-independent) random variables
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15)
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