AI Chat AI Image Generator AI Video Text to Speech

Stochastic ordering of Gini indexes for multivariate elliptical random variables

08/06/2019

∙

by Chuancun Yin, et al.

∙

∙

In this paper, we establish the stochastic ordering of the Gini indexes for multivariate elliptical risks which generalized the corresponding results for multivariate normal risks. It is shown that several conditions on dispersion matrices and the components of dispersion matrices of multivariate normal risks for the monotonicity of the Gini index in the usual stochastic order proposed by Samanthi, Wei and Brazauskas (2016) and Kim and Kim (2019) also suitable for multivariate elliptical risks.

page 1

page 2

page 3

page 4

research

∙ 10/16/2019

Stochastic Orderings of Multivariate Elliptical Distributions

Let X and X be two n-dimensional elliptical random vectors, we establish...

0 Chuancun Yin, et al. ∙

research

∙ 04/18/2019

Some ordering properties of highest and lowest order statistics with exponentiated Gumble type-II distributed components

In this paper, we have studied the stochastic comparisons of the highest...

0 Surojit Biswas, et al. ∙

research

∙ 03/23/2020

Multivariate Matrix Mittag–Leffler distributions

We extend the construction principle of multivariate phase-type distribu...

0 Hansjoerg Albrecher, et al. ∙

research

∙ 04/01/2019

Asymptotic independence and support detection techniques for heavy-tailed multivariate data

One of the central objectives of modern risk management is to find a set...

0 Jaakko Lehtomaa, et al. ∙

research

∙ 12/14/2018

Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios

Let X_λ_1,...,X_λ_n be dependent non-negative random variables and Y_i=...

0 Hossein Nadeb, et al. ∙

research

∙ 07/05/2023

On multivariate orderings of some general ordered random vectors

Ordered random vectors are frequently encountered in many problems. The ...

0 Tanmay sahoo, et al. ∙

research

∙ 03/17/2022

Lorenz map, inequality ordering and curves based on multidimensional rearrangements

We propose a multivariate extension of the Lorenz curve based on multiva...

0 Yanqin Fan, et al. ∙