The Conditional Convex Order and a Comparison Inequality
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Publication:5247362
DOI10.1080/07362994.2014.984077zbMath1314.60059OpenAlexW2048733769MaRDI QIDQ5247362
Tasos C. Christofides, Milto Hadjikyriakou
Publication date: 24 April 2015
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2014.984077
convex orderconditional \(N\)-demimartingalesconditional demimartingales\(\mathcal{F}\)-associated random variables\(\mathcal{F}\)-independent random variablesconditionally negatively associated random variables
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- On the distance between convex-ordered random variables, with applications
- Approximation Theorems of Mathematical Statistics
- On Conditional Independence, Mixing, and Association
- A Stochastic Process Approach to Multivariate Reliability Systems: Notions Based on Conditional Stochastic Order
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