Conditional orderings and positive dependence
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- Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2006.
"Some positive dependence stochastic orders,"
Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 46-78, January.
- Marco Scarsini & Antonio Colangelo & Moshe Shaked, 2006. "Some positive dependence stochastic orders," Post-Print hal-00539122, HAL.
- Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 467-498, December.
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- Hu, Taizhong & Khaledi, Baha-Eldin & Shaked, Moshe, 2003. "Multivariate hazard rate orders," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 173-189, January.
- Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2005.
"Some notions of multivariate positive dependence,"
Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 13-26, August.
- Marco Scarsini & Antonio Colangelo & Moshe Shaked, 2005. "Some notions of multivariate positive dependence," Post-Print hal-00539601, HAL.
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- Ori Davidov & Amir Herman, 2011. "Multivariate Stochastic Orders Induced by Case-Control Sampling," Methodology and Computing in Applied Probability, Springer, vol. 13(1), pages 139-154, March.
- S. Ashrafi & M. Asadi, 2015. "On the stochastic and dependence properties of the three-state systems," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(3), pages 261-281, April.
- Franco, Manuel & Vivo, Juana-María, 2010. "A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 491-499, March.
- Indranil Ghosh & Osborne Banks, 2021. "A Study of Bivariate Generalized Pareto Distribution and its Dependence Structure Among Model Parameters," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 575-604, November.
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More about this item
Keywords
Usual stochastic order Hazard rate order Association Right corner set increasing (RCSI) Right tail increasing (RTI) Positive quadrant dependence (PQD);Statistics
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