Supermodular ordering of Poisson arrays
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DOI: 10.1016/j.spl.2014.12.021
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Cited by:
- Chung, D. & Linton, O. & Whang Y-J., 2021. "Consistent Testing for an Implication of Supermodular Dominance," Cambridge Working Papers in Economics 2134, Faculty of Economics, University of Cambridge.
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Keywords
Stochastic ordering; Supermodular functions; Infinitely divisible random vectors; Poisson distribution; Jump–diffusion models;All these keywords.
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