2007 | OriginalPaper | Chapter
Multivariate Variability and Related Orders
Published in: Stochastic Orders
Publisher: Springer New York
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In this chapter we describe various extensions, of the univariate variability orders in Chapters 3 and 4, to the multivariate case. The most important common orders that are studied in this chapter are the increasing and the directional convex and concave orders. Multivariate extensions of the order ≤
disp
are also studied in this chapter. Some multivariate extensions of the transform orders, and of the Laplace transform order, are investigated in this chapter as well.