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dc.contributor.authorLu, Tianshi
dc.contributor.authorDu, Juan
dc.contributor.authorMa, Chunsheng
dc.identifier.citationLu, T., Du, J., & Ma, C. (2022). Stochastic comparison for elliptically contoured random fields. Statistics & Probability Letters, 189, 109594.
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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.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.titleStochastic comparison for elliptically contoured random fields
dc.rights.holder© 2022 Elsevier B.V. All rights reserved.

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