Ordering risk bounds in factor models
Author:
Affiliation:
1. 1University of Freiburg, Freiburg,Baden-Württemberg, Germany
Abstract
Publisher
Walter de Gruyter GmbH
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Link
https://www.degruyter.com/document/doi/10.1515/demo-2018-0015/pdf
Reference19 articles.
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2. Some remarks on the supermodular order;Müller;Multivariate Anal,2000
3. Stochastic Orders New York;Shaked,2007
4. Shuffles of Min;Mikusinski,1992
5. On the theory of elliptically contoured distributions;Cambanis;Multivariate Anal,1981
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