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Baire category results for stochastic orders.

Authors :
Durante, Fabrizio
Fernández-Sánchez, Juan
Ignazzi, Claudio
Source :
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales / RACSAM; Oct2022, Vol. 116 Issue 4, p1-11, 11p
Publication Year :
2022

Abstract

In the sense of Baire categories, we prove that the elements of a typical pair of univariate distribution functions (defined on a bounded subset of R ) cannot be compared in the sense of the usual stochastic order, the increasing convex order and the mean residual lifetime order. A similar result is also proved in the class of copulas, i.e. multivariate distribution functions with standard uniform marginals, equipped with the orthant order. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
15787303
Volume :
116
Issue :
4
Database :
Complementary Index
Journal :
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales / RACSAM
Publication Type :
Periodical
Accession number :
159428990
Full Text :
https://doi.org/10.1007/s13398-022-01324-3