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Increasing interdependence of multivariate distributions
Meyer, Margaret; Strulovici, Bruno - 2011
weak association, the supermodular ordering, the convex-modular ordering, the dispersion ordering, and the concordance …
Persistent link: https://www.econbiz.de/10010282879
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Increasing Interdependence of Multivariate Distributions
Meyer, Margaret; Strulovici, Bruno - Center for Mathematical Studies in Economics and … - 2011
weak association, the supermodular ordering, the convex-modular ordering, the dispersion ordering, and the concordance …
Persistent link: https://www.econbiz.de/10008876785
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The supermodular stochastic ordering
Meyer, Margaret; Strulovici, Bruno - 2013
In many economic applications involving comparisons of multivariate distributions, supermodularity of an objective …
Persistent link: https://www.econbiz.de/10010352856
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The Supermodular Stochastic Ordering
Meyer, Margaret; Strulovici, Bruno - Department of Economics, Oxford University - 2013
In many economic applications involving comparisons of multivariate distributions, supermodularity of an objective …
Persistent link: https://www.econbiz.de/10011004334
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The Supermodular Stochastic Ordering
Meyer, Margaret A; Strulovici, Bruno - C.E.P.R. Discussion Papers - 2013
In many economic applications involving comparisons of multivariate distributions, supermodularity of an objective …
Persistent link: https://www.econbiz.de/10011083601
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Beyond correlation: Measuring interdependence through complementarities
Meyer, Margaret; Strulovici, Bruno - 2015
Given two sets of random variables, how can one determine whether the former variables are more interdependent than the latter? This question is of major importance to economists, for example, in comparing how various policies affect systemic risk or income inequality. Moreover, correlation is...
Persistent link: https://www.econbiz.de/10011481655
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Beyond correlation : measuring interdependence through complementarities
Meyer, Margaret A.; Strulovici, Bruno - 2014
Given two sets of random variables, how can one determine whether the former variables are more interdependent than the latter? This question is of major importance to economists, for example, in comparing how various policies affect systemic risk or income inequality. Moreover, correlation is...
Persistent link: https://www.econbiz.de/10011375864
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The supermodular stochastic ordering
Meyer, Margaret A.; Strulovici, Bruno - 2013 - This version: May 6, 2013
In many economic applications involving comparisons of multivariate distributions, supermodularity of an objective … parameter estimation are discussed. -- Interdependence ; Supermodular ; Correlation ; Copula ; Concordance ; Mixture …
Persistent link: https://www.econbiz.de/10009744155
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Increasing interdependence of multivariate distributions
Meyer, Margaret A.; Strulovici, Bruno - 2011
orderings. -- dependence ordering ; stochastic orders ; supermodularity ; weak association ; concordance … weak association, the supermodular ordering, the convex-modular ordering, the dispersion ordering, and the concordance …
Persistent link: https://www.econbiz.de/10008933416
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Rearrangement inequalities in non-convex insurance models
Carlier, Guillaume; Dana, Rose-Anne - Université Paris-Dauphine (Paris IX) - 2005
simple and rely on rearrangement techniques and the concept of supermodularity. Several applications to insurance are given. …
Persistent link: https://www.econbiz.de/10010706931