RT Journal Article
T1 New properties of the orthant convex-type stochastic orders
A1 Fernández-Ponce, J.M.
A1 Rodríguez-Griñolo, Rosario
K1 Concordance measures
K1 Dependence stochastic orders
K1 Mixture models
K1 Orthant convex stochastic orders
AB The orthant convex and concave orders have been studied in the literature as extensions of univariate variability orders. In this paper, new results are proposedfor bivariate orthant convex-type orders between vectors. In particular, we prove that these orders cannot be considered as dependence orders since they fail to verify several desirable properties that any positive dependence order should satisfy. Among other results, the relationships between these orders under certain transformations are presented, as well as that the orthant convex orders between bivariate random vectors with the same means are sufficient conditions to order the corresponding covariances. We also show that establishing the upper orthant convex or lower orthant concave orders between two vectors in the same Fréchet class is not equivalent to establishing these orders between the corresponding copulas except when marginals are uniform distributions. Several examples related with concordance measures, such as Kendall’s tau and Spearman’s rho, are also given, as are results on mixture models.
PB Springer
YR 2017
FD 2017-02-20
LK https://hdl.handle.net/10433/21279
UL https://hdl.handle.net/10433/21279
LA en
NO Test, vol 26, Issue 3, p. 618 - 6371.
NO Departamento de Economía, Métodos Cuantitativos e Hª Económica,. Área de Estadística e I.O. Universidad Pablo de Olavide
NO Departamento de Estadística e I.O., Unviversidad de Sevilla
DS RIO
RD May 22, 2026