The mixability of elliptical distributions with supermodular functions

11/14/2017
by   Xiaoqian Zhang, et al.
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The concept of ϕ-complete mixability and ϕ-joint mixability was first introduced in Bignozzi and Puccetti (2015), which is a direct extension of complete and joint mixability. Following Bignozzi and Puccetti (2015), we consider two cases of ϕ and investigate the ϕ-joint mixability for elliptical distributions and logarithmic elliptical distributions. The results generalize the corresponding ones of joint mixability for elliptical distributions in the literature.

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