General Marshall–Olkin models, dependence orders, and comparisons of environmental processes

Esther Frostig, Franco Pellerey

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In many applicative fields, the behavior of a process Z is assumed to be subjected to an underlying process (Formula Presented.) that describes evolutions of environmental conditions. A common way to define the environmental process is by letting the marginal values of (Formula Presented.) subjected to specific environmental factors (constant along time) and factors describing the conditions of the environment at the specified time. In this paper we describe some recent results that can be used to compare two of such environmental discrete-time processes (Formula Presented.) and (Formula Presented.) in dependence. A sample of applications of the effects of these comparison results on the corresponding processes Z and (Formula Presented.) in some different applicative contexts are provided.

Original languageEnglish
Title of host publicationMarshall–Olkin Distributions - Advances in Theory and Applications
EditorsFabrizio Durante, Umberto Cherubini, Sabrina Mulinacci
PublisherSpringer New York LLC
Pages51-64
Number of pages14
ISBN (Print)9783319190389
DOIs
StatePublished - 2015
EventInternational conference on Marshall-Olkin Distributions - Advances in Theory and Applications, 2013 - Bologna, Italy
Duration: 2 Oct 20133 Oct 2013

Publication series

NameSpringer Proceedings in Mathematics and Statistics
Volume141
ISSN (Print)2194-1009
ISSN (Electronic)2194-1017

Conference

ConferenceInternational conference on Marshall-Olkin Distributions - Advances in Theory and Applications, 2013
Country/TerritoryItaly
CityBologna
Period2/10/133/10/13

Bibliographical note

Publisher Copyright:
© Springer International Publishing Switzerland 2015.

ASJC Scopus subject areas

  • General Mathematics

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