Stochastic orders for a multivariate Pareto distribution-Reference-Cited by-同舟云学术

Stochastic orders for a multivariate Pareto distribution

Published:2021-03-01 Issue:1 Volume:29 Page:53-69
ISSN:1844-0835
Container-title:Analele Universitatii "Ovidius" Constanta - Seria Matematica
language:en
Short-container-title:

Author:

Catana Luigi-Ionut¹

Affiliation:

1. Faculty of Mathematics and Computer Science , Mathematical Doctoral School , University of Bucharest , Str. Academiei nr. 14, sector 1, C.P. 010014 , Bucharest , Romania .

Abstract

Abstract In this article we give some theoretical results for equivalence between different stochastic orders of some kind multivariate Pareto distribution family. Weak multivariate orders are equivalent or imply different stochastic orders between extremal statistics order of two random variables sequences. The random variables in this article are not neccesary independent.

Publisher

Walter de Gruyter GmbH

Link

https://www.sciendo.com/pdf/10.2478/auom-2021-0004

Reference16 articles.

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4. [4] Balakrishnan N., Rao C.R. (1998). Order Statistics: Applications. Handbook of Statistics 17, North-Holland, Amsterdam.

5. [5] Bancescu I. (2018). Some classes of statistical distributions. Properties and Applications. Analele Stiintifice ale Universitatii Ovidius Constanta, 26(1), 43-68, DOI: 10.2478/auom-2018-0002.10.2478/auom-2018-0002

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