Stochastic ordering of Gini indexes for multivariate elliptical risks (Q2273985)
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scientific article
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English | Stochastic ordering of Gini indexes for multivariate elliptical risks |
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Stochastic ordering of Gini indexes for multivariate elliptical risks (English)
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19 September 2019
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Gini index
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usual stochastic order
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elliptical distribution
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positive semi-definite
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large deviation
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