Mesfioui, Mhamed; Denuit, Michel M. - In: Statistics & Probability Letters 96 (2015) C, pp. 356-364
This paper extends a useful property of the increasing convex order to the multivariate orthant convex order …. Specifically, it is shown that vectors of sums of comonotonic random variables dominate in the orthant convex order vectors of sums … then used to derive orthant convex order bounds on random vectors of sums of random variables. Extensions to vectors of …
