کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1147368 957589 2006 33 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Some positive dependence stochastic orders
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Some positive dependence stochastic orders
چکیده انگلیسی

In this paper we study some stochastic orders of positive dependence that arise when the underlying random vectors are ordered with respect to some multivariate hazard rate stochastic orders, and have the same univariate marginal distributions. We show how the orders can be studied by restricting them to copulae, we give a number of examples, and we study some positive dependence concepts that arise from the new positive dependence orders. We also discuss the relationship of the new orders to other positive dependence orders that have appeared in the literature.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 97, Issue 1, January 2006, Pages 46-78