Quantile-preserving spread

DOI10.1016/0022-0531(87)90091-3zbMath0644.62012OpenAlexW2031516053MaRDI QIDQ1102645

Haim Mendelson

Publication date: 1987

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(87)90091-3

zbMATH Keywords

stochastic orderingstochastic dominanceordinal datainvariant partial orderquantile preserving orderingquantile-preserving spread

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (12)

Simple and inertial behavior: An optimizing decision model with imprecise perceptions ⋮ Static and dynamic quantile preferences ⋮ Risk aversion over finite domains ⋮ Portfolio selection in quantile decision models ⋮ Model checks for the volatility under microstructure noise ⋮ Measuring inequality in the joint distribution of socioeconomic status and health ⋮ Model-free analysis of real option exercise probability and timing ⋮ Conditional quantiles: an operator-theoretical approach ⋮ Numerical solution of dynamic quantile models ⋮ Do people maximize quantiles? ⋮ Consistent and inconsistent inequality indices for ordinal variables ⋮ Random competitive exchange: Price distributions and gains from trade

Cites Work

• Foundations of risk measurement. II. Effects of gains on risk
• Random competitive exchange: Price distributions and gains from trade
• Foundations of Risk Measurement. I. Risk As Probable Loss
• "Expected Utility" Analysis without the Independence Axiom
• Diversity as a Concept and its Measurement
• A General Definition of the Lorenz Curve
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