In this note we compare bivariate additive models with respect to their Pearson correlation coefficients, Kendall’s τ concordance coefficients, and Blomqvist β medial correlation coefficients. The conditions that enable the comparisons involve variability stochastic orders such as the...

One purpose of this paper is to study the relationship of the dilation order ([less-than-or-equals, slant]dil) to two other stochastic orders: the mean residual life order ([less-than-or-equals, slant]mrl) and the increasing convex order ([less-than-or-equals, slant]icx). Regarding these orders,...

We consider the problem of stochastic comparison of general Garch-like processes, for different parameters and different distributions of the innovations. We identify several stochastic orders that are propagated from the innovations to the Garch process itself, and discuss their...