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dc.contributor.authorWang, Fangfang
dc.contributor.authorMa, Chunsheng
dc.identifier.citationWang, Fangfang; Ma, Chunsheng. 2018. Peakedness and convex ordering for elliptically contoured random fields. Journal of Statistical Planning and Inference, vol. 197:pp 21-34en_US
dc.descriptionClick on the DOI link to access the article (may not be free).en_US
dc.description.abstractFor the peakedness comparison between two Gaussian random fields about their mean functions, a necessary and sufficient condition is derived in this paper in terms of their covariance functions. interestingly, such a condition is also necessary and sufficient for the convex ordering between the two Gaussian random fields having identical mean functions. The relation to the equivalence of two Gaussian random fields is illustrated through some parametric examples. Necessary and/or sufficient conditions are given for the peakedness comparison and convex ordering between two elliptically contoured random fields. These conditions are applied to examine how certain parameters affect the peakedness of some Gaussian or elliptically contoured random fields.en_US
dc.relation.ispartofseriesJournal of Statistical Planning and Inference;v.197
dc.subjectConvex orderen_US
dc.subjectElliptically contoured random fielden_US
dc.subjectGaussian random fielden_US
dc.subjectUsual stochastic orderen_US
dc.titlePeakedness and convex ordering for elliptically contoured random fieldsen_US
dc.rights.holder© 2017 Elsevier B.V. All rights reserved.en_US

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