Stochastic Ordering of Multivariate Normal Distributions

By Alfred Müller. 2001

95 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/2ea8f3370b1cfddab3b55adb08802c9763720751

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Michel Denuit
2. Alfred Müller
3. Jan Dhaene
4. Johana Nešlehová
5. Rob Kaas
6. Emiliano A. Valdez
7. Christian-Yann Robert

In Statistics and Probability

1. Michel Denuit
2. Alfred Müller
3. Johana Nešlehová
4. Thomas Kneib
5. N. Klein
6. Stefan Lang

Citations in the corpus

• Smooth generators of integral stochastic orders (2002, background): “As a first application the results of Section 3 can be used to characterize stochastic ordering of multivariate normal distributions; such characterizations can be found in Müller (2000) and are based on the following identity.”