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Stochastic Ordering of Multivariate Normal Distributions

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  • Alfred Müller

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  • Alfred Müller, 2001. "Stochastic Ordering of Multivariate Normal Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 567-575, September.
    • Handle: RePEc:spr:aistmt:v:53:y:2001:i:3:p:567-575
    DOI: 10.1023/A:1014629416504
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    References listed on IDEAS

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    1. Marco Scarsini, 1998. "Multivariate convex orderings, dependence, and stochastic equality," Post-Print hal-00541775, HAL.
    2. Müller, Alfred & Scarsini, Marco, 2000. "Some Remarks on the Supermodular Order," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 107-119, April.
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    Cited by:

    1. Ding, Ying & Zhang, Xinsheng, 2004. "Some stochastic orders of Kotz-type distributions," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 389-396, October.
    2. Belzunce, Félix & Mercader, José-Angel & Ruiz, José-María & Spizzichino, Fabio, 2009. "Stochastic comparisons of multivariate mixture models," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1657-1669, September.
    3. Economou, Polychronis & Malefaki, Sonia & Kounetas, Konstantinos, 2019. "Productive Performance and Technology Gaps using a Bayesian Metafrontier Production Function: A cross-country comparison," MPRA Paper 94462, University Library of Munich, Germany.
    4. Frostig, Esther & Denuit, Michel, 2009. "Dependence in failure times due to environmental factors," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 487-495, February.
    5. Christofides, Tasos C. & Vaggelatou, Eutichia, 2004. "A connection between supermodular ordering and positive/negative association," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 138-151, January.
    6. Arlotto, Alessandro & Scarsini, Marco, 2009. "Hessian orders and multinormal distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2324-2330, November.
    7. Jan A. Van Mieghem & Nils Rudi, 2002. "Newsvendor Networks: Inventory Management and Capacity Investment with Discretionary Activities," Manufacturing & Service Operations Management, INFORMS, vol. 4(4), pages 313-335, August.
    8. Xinyu Kang & Apratim Ganguly & Eric D. Kolaczyk, 2022. "Dynamic Networks with Multi-scale Temporal Structure," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(1), pages 218-260, June.
    9. B. Klingenberg & A. Solari & L. Salmaso & F. Pesarin, 2009. "Testing Marginal Homogeneity Against Stochastic Order in Multivariate Ordinal Data," Biometrics, The International Biometric Society, vol. 65(2), pages 452-462, June.
    10. Olivier Bos & Béatrice Roussillon & Paul Schweinzer, 2016. "Agreeing on Efficient Emissions Reduction," Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(4), pages 785-815, October.
    11. Pan, Xiaoqing & Qiu, Guoxin & Hu, Taizhong, 2016. "Stochastic orderings for elliptical random vectors," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 83-88.
    12. Amiri, Mehdi & Izadkhah, Salman & Jamalizadeh, Ahad, 2020. "Linear orderings of the scale mixtures of the multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
    13. Landsman, Zinoviy & Tsanakas, Andreas, 2006. "Stochastic ordering of bivariate elliptical distributions," Statistics & Probability Letters, Elsevier, vol. 76(5), pages 488-494, March.
    14. Samanthi, Ranadeera Gamage Madhuka & Wei, Wei & Brazauskas, Vytaras, 2016. "Ordering Gini indexes of multivariate elliptical risks," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 84-91.
    15. Miao, Ruiqing & Hennessy, David A. & Feng, Hongli, 2016. "Grassland Easement Evaluation and Acquisition: an Integrated Framework," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236176, Agricultural and Applied Economics Association.
    16. Amiya K. Chakravarty & Jun Zhang, 2007. "Lateral capacity exchange and its impact on capacity investment decisions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 54(6), pages 632-644, September.
    17. Onur Boyabatlı, 2015. "Supply Management in Multiproduct Firms with Fixed Proportions Technology," Management Science, INFORMS, vol. 61(12), pages 3013-3031, December.
    18. Kızıldemir, Bünyamin & Privault, Nicolas, 2015. "Supermodular ordering of Poisson arrays," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 136-143.
    19. DENUIT, Michel & EECKHOUDT, Louis & TSETLIN, Ilia & WINKLER, Robert L., 2010. "Multivariate concave and convex stochastic dominance," LIDAM Discussion Papers CORE 2010044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

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