STOCHASTIC ORDERINGS OF MULTIVARIATE ELLIPTICAL DISTRIBUTIONS

Yin, CC

Yin, CC (corresponding author), Qufu Normal Univ, Sch Stat, Qufu 273165, Shandong, Peoples R China.

JOURNAL OF APPLIED PROBABILITY, 2021; 58 (2): 551

Abstract

For two n-dimensional elliptical random vectors X and Y, we establish an identity for E[f (Y)]- E[f (X)], where f : R-n -> R satisfies some regular......

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