Article ID Journal Published Year Pages File Type
1147368 Journal of Multivariate Analysis 2006 33 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis