Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering

DOI10.1080/03610926.2020.1740934OpenAlexW3012898956MaRDI QIDQ5079131

Mehdi Amiri, Dariush Jamali, Ahad Jamalizadeh

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1740934

zbMATH Keywords

convex functionstochastic ordermultivariate skew-normal distributionpositive semi-definite matrixintegral order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistics (62-XX) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings ⋮ Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications ⋮ K-combined random fields: Basic properties and stochastic orderings

Uses Software

• sn

Cites Work

• Stochastic orderings for elliptical random vectors
• Characteristic functions of scale mixtures of multivariate skew-normal distributions
• Stochastic orders
• Association of normal random variables and Slepian's inequality
• Smooth generators of integral stochastic orders.
• Some properties of skew-symmetric distributions
• The linear stochastic order and directed inference for multivariate ordered distributions
• Generalized skew normal model
• Stochastic ordering of bivariate elliptical distributions
• Inequalities for stochastic models via supermodular orderings
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Stochastic Orders Generated by Integrals: a Unified Study
• Multivariate Convex Orderings, Dependence, and Stochastic Equality
• Stochastic ordering of multivariate normal distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering