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Medientyp:
E-Artikel
Titel:
Multivariate Convex Orderings, Dependence, and Stochastic Equality
Beteiligte:
Scarsini, Marco
Erschienen:
Cambridge University Press (CUP), 1998
Erschienen in:Journal of Applied Probability
Sprache:
Englisch
DOI:
10.1017/s0021900200014704
ISSN:
0021-9002;
1475-6072
Entstehung:
Anmerkungen:
Beschreibung:
<jats:p>We consider the convex ordering for random vectors and some weaker versions of it, like the convex ordering for linear combinations of random variables. First we establish conditions of stochastic equality for random vectors that are ordered by one of the convex orderings. Then we establish necessary and sufficient conditions for the convex ordering to hold in the case of multivariate normal distributions and sufficient conditions for the positive linear convex ordering (without the restriction to multi-normality).</jats:p>