A stochastic order for random vectors an
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Ignacio Cascos Fernández; Ilya Molchanov
📂
Article
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2003
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Elsevier Science
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English
⚖ 222 KB
We deÿne a new stochastic order for random vectors in terms of the inclusion relation for the Aumann expectation of certain random sets. We derive some properties of this order, relate it with other well-known multivariate stochastic convex orders, give a geometrical interpretation in terms of the l