The following pages link to (Q3051226):
Displaying 50 items.
- Measures of dispersion for multidimensional data (Q322801) (← links)
- Weak orderings for intersecting Lorenz curves (Q339879) (← links)
- Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603) (← links)
- Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
- Comparing tail variabilities of risks by means of the excess wealth order (Q659172) (← links)
- Market behavior when preferences are generated by second-order stochastic dominance (Q707380) (← links)
- A characterization of the distribution function: the dispersion function (Q916230) (← links)
- On a test for dispersive ordering (Q916268) (← links)
- Dispersive ordering by the spread function (Q923543) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds (Q1019101) (← links)
- Data depth, random simplices and multivariate dispersion (Q1030163) (← links)
- Descriptive statistics for multivariate distributions (Q1053391) (← links)
- Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators (Q1070698) (← links)
- Dispersive ordering and the total time on test transformation (Q1091063) (← links)
- Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics (Q1094746) (← links)
- A note on dispersive ordering defined by hazard functions (Q1096274) (← links)
- Testing for dispersive ordering (Q1113584) (← links)
- Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals (Q1113589) (← links)
- Asymptotic distributions of tests for dispersive ordering (Q1199860) (← links)
- Empirical U-statistics processes (Q1200626) (← links)
- Dispersion orderings with applications to nonparametric tests (Q1209442) (← links)
- Some results on the representation of measures of location and spread as L-functionals (Q1209703) (← links)
- Dispersive comparison of distributions: A multisample testing problem (Q1336916) (← links)
- Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion (Q1339167) (← links)
- Multivariate dispersion orderings (Q1347201) (← links)
- Incomplete generalized \(L\)-statistics (Q1354475) (← links)
- Median balls: An extension of the interquantile intervals to multivariate distributions (Q1375106) (← links)
- Generalized bootstrap for estimators of minimizers of convex functions (Q1410281) (← links)
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder) (Q1568302) (← links)
- Weighted quantile-based estimation for a class of transformation distributions. (Q1603674) (← links)
- Stochastic orders and co-risk measures under positive dependence (Q1697224) (← links)
- Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane'' (Q1732723) (← links)
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model (Q1764792) (← links)
- Bahadur representation of \(M_m\) estimates (Q1807083) (← links)
- The Bahadur-Kiefer representation for \(U\)-quantiles (Q1816992) (← links)
- Asymptotic normality of U-statistics based on trimmed samples (Q1822157) (← links)
- Nonparametric multivariate descriptive measures based on spatial quantiles (Q1877835) (← links)
- Tailweight with respect to the mode for unimodal distributions (Q1922141) (← links)
- The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation (Q1935694) (← links)
- Reducing risk by merging counter-monotonic risks (Q2015473) (← links)
- The difference of symmetric quantiles under long range dependence (Q2018635) (← links)
- Fractional generalized cumulative entropy and its dynamic version (Q2045927) (← links)
- Loss of information in estimating item parameters in incomplete designs (Q2261026) (← links)
- Stochastic comparisons of distorted variability measures (Q2276253) (← links)
- On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980) (← links)
- Preference for safety under the Choquet model: in search of a characterization (Q2447156) (← links)
- Ordinal aggregation and quantiles (Q2469852) (← links)
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator (Q2480022) (← links)
- Preserving multivariate dispersion: an application to the Wishart distribution (Q2493139) (← links)
