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math.PR2015
An application of multivariate total positivity to peacocks
Antoine Marie Bogso
We use multivariate total positivity theory to exhibit new families of peacocks. As the authors of \cite{HPRY}, our guiding example is the result of Carr-Ewald-Xiao \cite{CEX}. We…
math.PR2015★ 8 cited
MRL order, log-concavity and an application to peacocks
Antoine Marie Bogso
We provide an equivalent log-concavity condition to the mean residual life (MRL) ordering for real-valued processes. This result, combined with classical properties of total positi…