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In this paper, we provide a new concept of relative skewness among multivariate distributions, extending to the multivariate case a similar concept in the univariate case. In this case, a random variable $$Y$$ Y is said to be more right skewed than a random variable $$X$$ X if there exists an increasing convex transformation which maps $$X$$ X onto $$Y$$ Y . Given...
Let X and Y be two random vectors in Rn sharing the same dependence structure, that is, with a common copula. As many authors have pointed out, results of the following form are of interest: under which conditions, the stochastic comparison of the marginals of X and Y is a sufficient condition for the comparison of the expected values for some transformations of these random vectors? Assuming that...
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