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General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes

  • Esther Frostig
  • Franco PellereyEmail author
Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 141)

Abstract

In many applicative fields, the behavior of a process \(\mathbf {Z}\) is assumed to be subjected to an underlying process \(\varTheta \) that describes evolutions of environmental conditions. A common way to define the environmental process is by letting the marginal values of \(\varTheta \) subjected to specific environmental factors (constant along time) and factors describing the conditions of the environment at the specified time. In this paper we describe some recent results that can be used to compare two of such environmental discrete-time processes \(\varTheta \) and \(\widetilde{\varTheta }\) in dependence. A sample of applications of the effects of these comparison results on the corresponding processes \(\mathbf {Z}\) and \(\widetilde{\mathbf {Z}}\) in some different applicative contexts are provided.

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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  1. 1.Department of StatisticsUniversity of HaifaHaifaIsrael
  2. 2.Dipartimento di Scienze MatematichePolitecnico di TorinoTurinItaly

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