Stochastic orderings for elliptical random vectors. (English) Zbl 1338.60060
Summary: 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.
MSC:
| 60E15 | Inequalities; stochastic orderings |
References:
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