Some stochastic orders of Kotz-type distributions

Statistics and Probability Letters

Volumn 69, Issue 4, 2004, Pages 389-396

  Ding, Ying ^a,b   Zhang, Xinsheng ^c  

^a ZHEJIANG UNIVERSITY OF TECHNOLOGY   (China)

^b EAST CHINA NORMAL UNIVERSITY   (China)

^c FUDAN UNIVERSITY   (China)

Author keywords

Kotz type distribution; Stochastic order

Indexed keywords

EID: 10044295944     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.06.001     Document Type: Article

References (9)

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2. Iyengar S. Tong Y.L. Convexity properties of elliptically contoured distributions Sankhya Ser. A 51 1989 13-29
3. Kotz S. Multivariate distributions at a cross-road In: Patil G.P. Kotz S. Ord J.K. (Eds) Statistical Distributions in Scientific Work 1975 247-270 D. Reidel Publishing Company Dordrecht
4. Kotz S. Nadarajah S. Letter to the editor Comm. Statist. 30 6 2001 987-992
5. Koutras M. On the generalized noncentral chi-squared distribution induced by an elliptical gamma law Biometrika 73 2 1986 528-532
6. Marshal A.W. Olkin I. Inequalities: Theory of Majorization and its Applications 1979 Academic Press New York
7. Müller A. Stochastic ordering of multivariate normal distributions Ann. Inst. Statist. Math. 53 2001 567-575
8. Müller A. Scarsini M. Stochastic comparison of random vectors with a common copula Math. Oper. Res. 26 2001 723-740
9. Müller A. Stoyan D. Comparison Methods for Stochastic Models and Risks 2002 Wiley New York