Stochastic orders of multivariate Jones–Larsen distribution family with empirical applications in physics, economy and social sciences

Luigi-Ionut Catana

Physica A: Statistical Mechanics and its Applications, 2022, vol. 603, issue C

Abstract: In this article give necessary and sufficient conditions for weak stochastic order and stochastic order in likelihood ratio sense of multivariate Jones–Larsen distribution. We also establish interesting theoretical properties, illustrated in three empirical applications in physics, economy and social sciences.

Keywords: Stochastic order; Order statistics; Multivariate distribution; Portfolios (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122003454

DOI: 10.1016/j.physa.2022.127474

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