首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Some positive dependence stochastic orders
Authors:Antonio Colangelo  Marco Scarsini
Institution:a Istituto di Metodi Quantitativi, Università Commerciale “L. Bocconi”, Viale Isonzo 25, 20136 Milano, Italy
b Dipartimento di Statistica e Matematica Applicata, Università di Torino, Piazza Arbarello 8, 10122 Torino, Italy
c Department of Mathematics, University of Arizona, Tucson, Arizona 85721, USA
Abstract:In this paper we study some stochastic orders of positive dependence that arise when the underlying random vectors are ordered with respect to some multivariate hazard rate stochastic orders, and have the same univariate marginal distributions. We show how the orders can be studied by restricting them to copulae, we give a number of examples, and we study some positive dependence concepts that arise from the new positive dependence orders. We also discuss the relationship of the new orders to other positive dependence orders that have appeared in the literature.
Keywords:60E15
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号