Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference9 articles.
1. Increasing properties of Pólya frequency function;Efron;Ann. Math. Statist.,1965
2. Comparison of stop rule and supremum expectations of i.i.d. random variables;Hill;Ann. Probab.,1982
3. Negative association of random variables, with applications;Joag-Dev;Ann. Statist.,1983
4. Inequalities for symmetric sampling plans I;Karlin;Ann. Statist.,1974
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2. Prophet Inequalities with Linear Correlations and Augmentations;Proceedings of the 21st ACM Conference on Economics and Computation;2020-07-09
3. Efron’s monotonicity property for measures on R2;Journal of Multivariate Analysis;2018-07
4. On the optimal stopping values induced by general dependence structures;Journal of Applied Probability;2001-09
5. On the optimal stopping values induced by general dependence structures;Journal of Applied Probability;2001-09
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