Stochastic Ordering of Multivariate Normal Distributions
| Year of publication: |
2001
|
|---|---|
| Authors: | Müller, Alfred |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 3, p. 567-575
|
| Publisher: |
Springer |
| Subject: | Multivariate normal distribution | stochastic orders | supermodular order | directionally convex order |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169289