The concepts of conditionally more positively quadrant dependent, and conditionally more dispersed are introduced and studied. Based on these two concepts, new conditions are given for multivariate cdfs F and G so that EFh(X) >= EGh(X) for suitable h(X). Special cases include the multivariate normal distribution and elliptically contoured distributions. Conditional positive and negative dependence concepts as well as applications to the Farlie-Gumbel-Morgenstern distribution are also considered.positive quadrant dependence orderings of multivariate distributions orderings by dispersion quasi-monotone convex functions multivariate normal elliptically contoured FGM distribution
AbstractEvery univariate random variable is smaller, with respect to the ordinary stochastic order a...
elationships between F, skew t and beta distributions in the univariate case are in this paper exten...
A multivariate dispersion ordering is introduced in a weak and strong version. These arise naturally...
AbstractThe concepts of conditionally more positively quadrant dependent, and conditionally more dis...
The admissible values of the coefficient in a bivariate Eyraud-Gumbel-Morgenstern (EGM) distribution...
In this paper we discuss three types of ordered alternatives ordered location, stochastic ordering a...
The paper introduces an approach to the ordering of dependence which is based on central regions. A ...
Multivariate dependence of spacings of generalized order statistics is studied. It is shown that spa...
AbstractThe admissible values of the coefficient in a bivariate Eyraud-Gumbel-Morgenstern (EGM) dist...
AbstractLet X1, …, Xp have p.d.f. g(x12 + … + xp2). It is shown that (a) X1, …, Xp are positively lo...
A general family of distributions for the empirical modelling of ordered multivariate data is propos...
AbstractIn this paper, the set of all bivariate positive quadrant dependent distributions with fixed...
AbstractMultivariate dependence of spacings of generalized order statistics is studied. It is shown ...
In this paper, we introduce a new family of multivariate distributions, so called the multivariate p...
A multivariate probability model possessing a dependence structure that is reflected in its variance...
AbstractEvery univariate random variable is smaller, with respect to the ordinary stochastic order a...
elationships between F, skew t and beta distributions in the univariate case are in this paper exten...
A multivariate dispersion ordering is introduced in a weak and strong version. These arise naturally...
AbstractThe concepts of conditionally more positively quadrant dependent, and conditionally more dis...
The admissible values of the coefficient in a bivariate Eyraud-Gumbel-Morgenstern (EGM) distribution...
In this paper we discuss three types of ordered alternatives ordered location, stochastic ordering a...
The paper introduces an approach to the ordering of dependence which is based on central regions. A ...
Multivariate dependence of spacings of generalized order statistics is studied. It is shown that spa...
AbstractThe admissible values of the coefficient in a bivariate Eyraud-Gumbel-Morgenstern (EGM) dist...
AbstractLet X1, …, Xp have p.d.f. g(x12 + … + xp2). It is shown that (a) X1, …, Xp are positively lo...
A general family of distributions for the empirical modelling of ordered multivariate data is propos...
AbstractIn this paper, the set of all bivariate positive quadrant dependent distributions with fixed...
AbstractMultivariate dependence of spacings of generalized order statistics is studied. It is shown ...
In this paper, we introduce a new family of multivariate distributions, so called the multivariate p...
A multivariate probability model possessing a dependence structure that is reflected in its variance...
AbstractEvery univariate random variable is smaller, with respect to the ordinary stochastic order a...
elationships between F, skew t and beta distributions in the univariate case are in this paper exten...
A multivariate dispersion ordering is introduced in a weak and strong version. These arise naturally...