Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors
Statistics Theory
2023-04-19 v1 Statistics Theory
Abstract
In this work, we establish some stochastic comparison results for multivariate skew-elliptical random vectors. These multivariate stochastic comparisons involve Hessian and increasing-Hessian orderings as well as many of their special cases. Necessary and/or sufficient conditions of the orderings are provided simply based on a comparison of the underlying model parameters.
Keywords
Cite
@article{arxiv.2304.09013,
title = {Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors},
author = {Chuancun Yin},
journal= {arXiv preprint arXiv:2304.09013},
year = {2023}
}
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