Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10005365493
Persistent link: https://www.econbiz.de/10005374649
Persistent link: https://www.econbiz.de/10005375153
Different sufficient conditions for stochastic comparisons between random vectors have been described in the literature. In particular, conditions for the comparison of random vectors having the same copula, i.e., the same dependence structure, may be found in Müller and Scarsini (2001). Here...
Persistent link: https://www.econbiz.de/10008507376
In this paper, we introduce a new multivariate stochastic order that compares random vectors in a direction which is determined by a unit vector, generalizing the previous upper and lower orthant orders. The main properties of this new order, together with its relationships with other...
Persistent link: https://www.econbiz.de/10010572718
Persistent link: https://www.econbiz.de/10005375394