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dc.contributor.authorLu, Tianshi
dc.contributor.authorDu, Juan
dc.contributor.authorMa, Chunsheng
dc.date.accessioned2022-07-25T15:36:06Z
dc.date.available2022-07-25T15:36:06Z
dc.date.issued2022-10-01
dc.identifier.citationLu, T., Du, J., & Ma, C. (2022). Stochastic comparison for elliptically contoured random fields. Statistics & Probability Letters, 189, 109594. https://doi.org/https://doi.org/10.1016/j.spl.2022.109594
dc.identifier.issn0167-7152
dc.identifier.urihttps://doi.org/10.1016/j.spl.2022.109594
dc.identifier.urihttps://soar.wichita.edu/handle/10057/23602
dc.descriptionClick on the DOI to access this article (may not be free).
dc.description.abstractThis paper presents necessary and sufficient conditions for the peakedness comparison and convex ordering between two elliptically contoured random fields about their centers. A somewhat surprising finding is that the peakedness comparison for the infinite dimensional case differs from the finite dimensional case. For example, a Student’s t distribution is known to be more heavy-tailed than a normal distribution, but a Student’s t random field and a Gaussian random field are not comparable in terms of the peakedness. In particular, the peakedness comparison and convex ordering are made for isotropic elliptically contoured random fields on compact two-point homogeneous spaces.
dc.description.sponsorshipThe research of T. Lu is supported in part by the Wichita State University Convergence Sciences Initiative Program, USA.
dc.language.isoen_US
dc.publisherElsevier
dc.relation.ispartofseriesStatistics & Probability Letters
dc.relation.ispartofseriesVolume 189
dc.subjectCompact two-point homogeneous space
dc.subjectConvex order
dc.subjectElliptically contoured random field
dc.subjectGaussian random field
dc.subjectPeakedness
dc.titleStochastic comparison for elliptically contoured random fields
dc.typeArticle
dc.rights.holder© 2022 Elsevier B.V. All rights reserved.


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