Stochastic Ordering of Multivariate Normal Distributions

Alfred Müller

Annals of the Institute of Statistical Mathematics, 2001, vol. 53, issue 3, 567-575

Keywords: Multivariate normal distribution; stochastic orders; supermodular order; directionally convex order (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1014629416504

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