Back to Search Start Over

Some stochastic orderings of multivariate skew-normal random vectors

Authors :
Xueyan Li
Chuancun Yin
Source :
AIMS Mathematics, Vol 8, Iss 10, Pp 23247-23441 (2023)
Publication Year :
2023
Publisher :
AIMS Press, 2023.

Abstract

In this paper, we investigate some multivariate integral stochastic orderings of skew-normal random vectors. We derive the results of the sufficient and/or necessary conditions by applying an identity for $ Ef({\mathbf Y})-Ef({\mathbf X}) $, where $ {\mathbf X} $ and $ {\mathbf Y} $ are multivariate skew-normal random vectors, $ f $ satisfies some weak regularity condition. The integral orders considered here are the componentwise convex, copositive, completely-positive orderings and their corresponding increasing ones as well as linear forms of stochastic orderings, which play a vital role in transforming the unmanageable multivariate components into an easy-to-handle univariate variable.

Details

Language :
English
ISSN :
24736988
Volume :
8
Issue :
10
Database :
Directory of Open Access Journals
Journal :
AIMS Mathematics
Publication Type :
Academic Journal
Accession number :
edsdoj.4eed818e8344ba96571474a8b66d67
Document Type :
article
Full Text :
https://doi.org/10.3934/math.20231190?viewType=HTML