Autore
Colangelo, Antonio

Titolo
Multivariate hazard orderings of discrete random vectors
Periodico
Università degli Studi dell'Insubria. Dipartimento di Economia. Quaderni di ricerca
Anno: 2005 - Fascicolo: 17 - Pagina iniziale: 1 - Pagina finale: 9

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 onlya small finite number of comparisons. In this paper we extend their results to two multivariate hazard rate stochastic orderings.



Testo completo: http://eco.uninsubria.it/dipeco/quaderni/files/QF2005_17.pdf

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