@article{Li2023, 
author = {Xueyan Li and Chuancun Yin},
title = {Some stochastic orderings of multivariate skew-normal random vectors},
year = {2023},
journal = {AIMS Mathematics},
volume = {8},
number = {10},
pages = {23427-23441},
keywords = {componentwise convex ordering, completely-positive ordering, copositive ordering, integral stochastic ordering, linear ordering, multivariate skew-normal},
url = {https://www.sciopen.com/article/10.3934/math.20231190},
doi = {10.3934/math.20231190},
abstract = {In this paper, we investigate some multivariate integral stochastic orderings of skew-normal random vectors. We derive the results of the sufficient and/or necessary conditions by applying an identity for    E  f  (            Y        )  −  E  f  (            X        ), where              X       and              Y       are multivariate skew-normal random vectors,    f satisfies some weak regularity condition. The integral orders considered here are the componentwise convex, copositive, completely-positive orderings and their corresponding increasing ones as well as linear forms of stochastic orderings, which play a vital role in transforming the unmanageable multivariate components into an easy-to-handle univariate variable.}
}