Conditionally ordered distributions

Henry W. Block and Allan R. Sampson

Journal of Multivariate Analysis, 1988, vol. 27, issue 1, 91-104

Abstract: The concepts of conditionally more positively quadrant dependent, and conditionally more dispersed are introduced and studied. Based on these two concepts, new conditions are given for multivariate cdfs F and G so that EFh(X) >= EGh(X) for suitable h(X). Special cases include the multivariate normal distribution and elliptically contoured distributions. Conditional positive and negative dependence concepts as well as applications to the Farlie-Gumbel-Morgenstern distribution are also considered.

Keywords: positive; quadrant; dependence; orderings; of; multivariate; distributions; orderings; by; dispersion; quasi-monotone; convex; functions; multivariate; normal; elliptically; contoured; FGM; distribution (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (11)

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