Stochastic orderings of multivariate elliptical distributions

DOI10.1017/jpr.2020.104zbMath1476.60043arXiv1910.07158OpenAlexW3176756568MaRDI QIDQ4997205

Chuan-Cun Yin

Publication date: 28 June 2021

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

Full work available at URL: https://arxiv.org/abs/1910.07158

zbMATH Keywords

usual stochastic orderincreasing convex ordersupermodular ordermultivariate normal distributionmultivariate elliptical distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items

An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings

Uses Software

• QRM

Cites Work

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