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A New Class of Elliptically Contoured Random Fields and Its Stochastic Orderings Public

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K-differenced vector random field, which belongs to the family of elliptically contoured vector random fields, has been preliminarily investigated in the literature. As a non-Gaussian vector random field, it has some good properties even better than the Gaussian vector random field. In this paper, we have introduced a more general form of the K-differenced vector random field, whose density function is still constructed by the modified Bessel functions. Some properties of the K-differenced vector random field have been studied in this paper and some important stochastic orders have also been discussed. Through studying the stochastic orderings of the generating variable, we have understood how the parameters in density function of the generating variable in influence the peakedness order of the K-differenced vector random field.

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  • 08/29/2021
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  • etd-5276
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  • 2020
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  • 2020-12-18
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