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Some stochastic orders of Kotz-type distributions

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  • Ding, Ying
  • Zhang, Xinsheng

Abstract

An identity found by Müller (Ann. Inst. Statist. Math. 53 (2001) 567) for normal distributions is generalized to Kotz-type distributions. Some stochastic orders of Kotz-type distributions are discussed by means of this identity.

Suggested Citation

  • Ding, Ying & Zhang, Xinsheng, 2004. "Some stochastic orders of Kotz-type distributions," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 389-396, October.
    • Handle: RePEc:eee:stapro:v:69:y:2004:i:4:p:389-396
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    References listed on IDEAS

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    1. Alfred Müller, 2001. "Stochastic Ordering of Multivariate Normal Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 567-575, September.
    2. Marco Scarsini & Alfred Muller, 2001. "Stochastic comparison of random vectors with a common copula," Post-Print hal-00540198, HAL.
    3. Alfred Müller & Marco Scarsini, 2001. "Stochastic Comparison of Random Vectors with a Common Copula," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 723-740, November.
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    Cited by:

    1. Chuancun Yin, 2019. "Stochastic Orderings of Multivariate Elliptical Distributions," Papers 1910.07158, arXiv.org, revised Nov 2019.
    2. Pan, Xiaoqing & Qiu, Guoxin & Hu, Taizhong, 2016. "Stochastic orderings for elliptical random vectors," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 83-88.
    3. Landsman, Zinoviy & Tsanakas, Andreas, 2006. "Stochastic ordering of bivariate elliptical distributions," Statistics & Probability Letters, Elsevier, vol. 76(5), pages 488-494, March.
    4. Ansari, Jonathan & Rüschendorf, Ludger, 2021. "Ordering results for elliptical distributions with applications to risk bounds," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
    5. Jonathan Ansari & Ludger Rüschendorf, 2018. "Ordering Results for Risk Bounds and Cost-efficient Payoffs in Partially Specified Risk Factor Models," Methodology and Computing in Applied Probability, Springer, vol. 20(3), pages 817-838, September.

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