dc.contributor.author | Christofides, Tasos C. | en |
dc.contributor.author | Hadjikyriakou, M. | en |
dc.creator | Christofides, Tasos C. | en |
dc.creator | Hadjikyriakou, M. | en |
dc.date.accessioned | 2019-12-02T10:34:28Z | |
dc.date.available | 2019-12-02T10:34:28Z | |
dc.date.issued | 2015 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/56643 | |
dc.description.abstract | In this article, we define the conditional convex order, that is, a stochastic ordering between random variables given a sub-σ-algebra F. For the conditional convex order, we present a few representative results. In addition, we prove a comparison inequality, which, in a special case orders conditionally the partial sum of (Formula presented.) -associated random variables with that of (Formula presented.) -independent random variables. This latter result extends one of the main theorems of Boutsikas and Vaggelatou (“On the distance between convex-ordered random variables, with applications. Adv. in Appl. Probab., 34(2002):349–374). © 2015, Copyright © Taylor & Francis Group, LLC. | en |
dc.source | Stochastic Analysis and Applications | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84922108499&doi=10.1080%2f07362994.2014.984077&partnerID=40&md5=937d7a7fcdea25283f5a9cd265851a24 | |
dc.subject | Conditional demimartingales | en |
dc.subject | Conditional N-demimartingales | en |
dc.subject | Conditionally negatively associated random variables | en |
dc.subject | Convex order | en |
dc.subject | ℱ-associated random variables | en |
dc.subject | ℱ-independent random variables | en |
dc.title | The Conditional Convex Order and a Comparison Inequality | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1080/07362994.2014.984077 | |
dc.description.volume | 33 | |
dc.description.issue | 2 | |
dc.description.startingpage | 259 | |
dc.description.endingpage | 270 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :1</p> | en |
dc.source.abbreviation | Stoch.Anal.Appl. | en |
dc.contributor.orcid | Christofides, Tasos C. [0000-0001-6121-0683] | |
dc.gnosis.orcid | 0000-0001-6121-0683 | |