TY - JOUR
T1 - Preservation of weak stochastic arrangement increasing under fixed time left-censoring
AU - Li, Chen
AU - Li, Xiaohu
N1 - Publisher Copyright:
© 2017 Elsevier B.V.
PY - 2017/10
Y1 - 2017/10
N2 - Both WSAI and CLOAI properties of a random vector are proved to be preserved under left-censoring at fixed times. Applications in threshold default model of financial portfolio selection and system warranty cost allocation are presented as well.
AB - Both WSAI and CLOAI properties of a random vector are proved to be preserved under left-censoring at fixed times. Applications in threshold default model of financial portfolio selection and system warranty cost allocation are presented as well.
KW - Asset allocation
KW - Cost allocation
KW - Stochastic arrangement increasing
KW - Warranty
UR - http://www.scopus.com/inward/record.url?scp=85020187983&partnerID=8YFLogxK
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U2 - 10.1016/j.spl.2017.04.018
DO - 10.1016/j.spl.2017.04.018
M3 - Article
AN - SCOPUS:85020187983
SN - 0167-7152
VL - 129
SP - 42
EP - 49
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
ER -