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Multivariate hazard orderings of discrete random vectors

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Author Info
Colangelo Antonio () (Department of Economics, University of Insubria, Italy)
Abstract

The task of comparing two random vectors with respect to some multivariate stochastic ordering usually involves an infinite number of comparisons. Dyckerhoff and Mosler (1997) proved that, when the random vectors have finite supports, this task, for some orderings, can be simplified by considering only a small finite number of comparisons. In this paper we extend their results to two multivariate hazard rate stochastic orderings.

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Paper provided by Department of Economics, University of Insubria in its series Economics and Quantitative Methods with number qf05010.

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Length: 11 pages
Date of creation: Nov 2005
Date of revision:
Handle: RePEc:ins:quaeco:qf05010

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Related research
Keywords: Multivariate stochastic orderings; dependence orderings; weak hazard rate (whr) ordering; lower orthant decreasing ratio (lodr) ordering; upper orthant increasing ratio (uoir) ordering; multivariate hazard function; hazard gradient.;

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Hu, Taizhong & Khaledi, Baha-Eldin & Shaked, Moshe, 2003. "Multivariate hazard rate orders," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 173-189, January. [Downloadable!] (restricted)
  2. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 467-498, December. [Downloadable!] (restricted)
  3. Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2005. "Some notions of multivariate positive dependence," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 13-26, August. [Downloadable!] (restricted)
  4. Johnson, N. L. & Kotz, Samuel, 1975. "A vector multivariate hazard rate," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 53-66, March. [Downloadable!] (restricted)
  5. Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2006. "Some positive dependence stochastic orders," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 46-78, January. [Downloadable!] (restricted)
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