Multivariate convex orderings, dependence, and stochastic equality

Journal of Applied Probability

Volumn 35, Issue 1, 1998, Pages 93-103

  Scarsini, Marco ^a  

^a UNIVERSITY OF CHIETI   (Italy)

Author keywords

Copula; Dilation; Linear convex ordering; Multivariate normal distribution; Stochastic dominance

Indexed keywords

EID: 0032373847     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200014704     Document Type: Article

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