| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7546849 | Journal of Multivariate Analysis | 2016 | 11 Pages |
Abstract
The authors provide sufficient and/or necessary conditions for classifying multivariate elliptical random vectors according to the convex ordering and the increasing convex ordering. Their results generalize the corresponding ones for multivariate normal random vectors in the literature.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Xiaoqing Pan, Guoxin Qiu, Taizhong Hu,