Supermodular and directionally convex comparison results for general factor models
Work
Year: 2023
Type: article
Abstract: This paper provides comparison results for general factor models with respect to the supermodular and directionally convex order. These results extend and strengthen previous ordering results from the... more
Source: Journal of Multivariate Analysis
Authors Jonathan Ansari, Ludger Rüschendorf
Institutions University of Salzburg, University of Freiburg
Cites: 60
Cited by: 3
Related to: 10
FWCI: 0.744
Citation percentile (by year/subfield): 82.08
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: hybrid
APC paid (est): $3,060
Funders Austrian Science Fund, Austrian Science Fund, Bundesministerium für Bildung, Wissenschaft und Forschung
Grant IDS 20204-WISS/225/197-2019, 20102-F1901166-KZP,