Conditions for the Multivariate Stochastic Order Under Dependence Uncertainty
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-65993-5_38
Reference14 articles.
1. Kamae, T., Krengel, U., O’Brien, G.L.: Stochastic inequalities on partially ordered spaces. Ann. Probab. 5(6), 899–912 (1977). https://doi.org/10.1214/aop/1176995659
2. Lehmann, E.L.: Ordered families of distributions. Ann. Math. Stat. 26, 399–419 (1955). https://doi.org/10.1214/aoms/1177728487
3. Müller, A.: Stochastic ordering of multivariate normal distributions. Ann. Inst. Stat. Math. 53(3), 567–575 (2001). https://doi.org/10.1023/A:1014629416504
4. Müller, A., Scarsini, M.: Stochastic comparison of random vectors with a common copula. Math. Oper. Res. 26(4), 723–740 (2001). https://doi.org/10.1287/moor.26.4.723.10006
5. Müller, A., Stoyan, D.: Comparison Methods for Stochastic Models and Risks. Wiley, Chichester (2002)
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