Descriptive statistics for non-parametric models. III: Dispersion
From MaRDI portal
Cited in
(94)- A family of kurtosis orderings for multivariate distributions
- Peakedness and peakedness ordering in symmetric distributions
- Information acquisition in auctions: Sealed bids vs. open bids
- Descriptive statistics for multivariate distributions
- Some asymptotic distributions in the location-scale model
- Using the mean deviation in the elicitation of the prior distribution
- Dispersion orderings with applications to nonparametric tests
- Ordering univariate distributions by entropy and variance
- Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
- Multivariate dispersion orderings
- Regression-free and robust estimation of scale for bivariate data
- Dispersion measures and dispersive orderings.
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- The mean and median absolute deviations
- Weighted quantile-based estimation for a class of transformation distributions.
- Nonparametric estimates for conditional quantiles of time series
- Fast highly efficient and robust one-step \(M\)-estimators of scale based on \(Q_n\)
- Stochastic orders to approach investments in condor financial derivatives
- Partial monotonicity of entropy revisited
- Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane
- Asymptotics of generalized depth-based spread processes and applications
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
- On locally uniformly linearizable high breakdown location and scale functionals
- Asymptotic normality of U-statistics based on trimmed samples
- Nonparametric multivariate descriptive measures based on spatial quantiles
- The percentage bend correlation coefficient
- Some fuzzy stochastic orderings for fuzzy random variables
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- A generalized measure of dispersion
- Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models
- Comparison of robust estimates of modified variants of standard deviations and average absolute deviations
- Rerandomization in 2K factorial experiments
- IG-symmetry and R-symmetry: Interrelations and applications to the inverse Gaussian theory
- SB-robust estimation of mean direction for some new circular distributions
- Rényi entropy properties of records
- On the \(L_p\)-metric between a probability distribution and its distortion
- Preference for safety under the Choquet model: in search of a characterization
- Ordinal aggregation and quantiles
- Asymptotic distributions of non-degenerate U-statistics on trimmed samples
- Preservation of the location independent risk order under convolution
- \(L_p\)-metric under the location-independent risk ordering of random variables
- A family of premium principles based on mixtures of TVaRs
- Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance
- Simple robust parameter estimation for the Birnbaum-Saunders distribution
- Local utility and multivariate risk aversion
- Multivariate excess wealth ordering of generalized order statistics
- A stochastic ordering for random variables with applications
- Characterization based on generalized entropy of order statistics
- Optimal allocation of resources in airport security: profiling vs. screening
- SB-Robustness of Estimators
- Density regression based on proportional hazards family
- Variability ordering of multiplicative frailty models
- Measures of dispersion for multidimensional data
- Fuzzy stochastic ordering for c-fuzzy random variables and its applications
- Characterizations of variability measures
- Almost sure representations of weightedU-statistics with applications
- Comparing Robust Measures of Association Estimated Via a Smoother
- Some extensions of anova techniques to location-scale models
- Descriptive Parameters of Location, Dispersion and Stochastic Dependence
- Robustness properties for a class of scale estimators
- Robust estimation of standard deviation
- An estimator for spread
- Characterization of left-monotone risk aversion in the RDEU model
- A class of high-breakdown scale estimators based on subranges
- Comparative risk aversion: a formal approach with applications to saving behavior
- Some Exploratory Methods for Studying Curvature in Robust Regression
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition
- Nonparametric multivariate kurtosis and tailweight measures
- Stochastic comparisons of interfailure times under a relevation replacement policy
- Location, skewness and tailweight in lssense: a coherent approach
- Information and the dispersion of posterior expectations
- Dispersive ordering for the multivariate normal distribution
- Increasing uncertainty: a definition
- Dispersive orderings induced by differences of inter risk measures
- Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations
- Asymptotic distribution of time-series intermittency estimates: applications to economic and clinical data.
- Stochastic orders and measures of skewness and dispersion based on expectiles
- Quantile inference for heteroscedastic regression models
- Centre-free kurtosis orderings for asymmetric distributions
- Aging notions, stochastic orders, and expected utilities
- Enhancing process stability with robust charts using high breakdown point estimators in contaminated settings: an application in healthcare monitoring*
- Defining dispersion: a fundamental order for univariate discrete distributions
- Market behavior when preferences are generated by second-order stochastic dominance
- Notion of information and independent component analysis.
- A robust principal component analysis
- Characterization of stochastic orders by \(L\)-functionals
- On the efficiency of Gini's mean difference
- Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model
- A characterization of the distribution function: the dispersion function
- U-statistics on Winsorized and trimmed samples
- Asymptotic minimax properties of M-estimators of scale
- Approximating data
- The expected convex hull trimmed regions of a sample
This page was built for publication: Descriptive statistics for non-parametric models. III: Dispersion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1235467)