Multivariate hazard orderings of discrete random vectors

The task of comparing two random vectors with respect to some multivariate stochastic ordering usually involves an infinite number of comparisons. Dyckerhoff and Mosler (1997) proved that, when the random vectors have finite supports, this task, for some orderings, can be simplified by considering only a small finite number of comparisons. In this paper we extend their results to two multivariate hazard rate stochastic orderings.

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Year of publication:	2005-11
Authors:	Antonio, Colangelo
Institutions:	Facoltà di Economia, Università degli Studi dell'Insubria
Subject:	Multivariate stochastic orderings \| dependence orderings \| weak hazard rate (whr) ordering \| lower orthant decreasing ratio (lodr) ordering \| upper orthant increasing ratio (uoir) ordering \| multivariate hazard function \| hazard gradient

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Extent:	application/pdf
Series:	Economics and Quantitative Methods.
Type of publication:	Book / Working Paper
Language:	English
Notes:	11 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005248436