TY - JOUR
T1 - Preservation of weak SAI's under increasing transformations with applications
AU - Li, Chen
AU - Li, Xiaohu
N1 - Publisher Copyright:
© 2020 Elsevier B.V.
PY - 2020/9
Y1 - 2020/9
N2 - This paper develops sufficient conditions for the preservation of WSAI, RWSAI and LWSAI under increasing transformations on the coordinates, respectively. Applications of the preservation in the asset allocation problem are presented as well.
AB - This paper develops sufficient conditions for the preservation of WSAI, RWSAI and LWSAI under increasing transformations on the coordinates, respectively. Applications of the preservation in the asset allocation problem are presented as well.
KW - Arrangement increasing
KW - Hazard rate order
KW - IHR
KW - Threshold default model
UR - http://www.scopus.com/inward/record.url?scp=85085057560&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85085057560&partnerID=8YFLogxK
U2 - 10.1016/j.spl.2020.108828
DO - 10.1016/j.spl.2020.108828
M3 - Article
AN - SCOPUS:85085057560
SN - 0167-7152
VL - 164
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
M1 - 108828
ER -