Connections among various variability orderings

DOI10.1016/S0167-7152(97)00029-1MaRDI QIDQ1373944zbMATH OpenFDO

Authors Subhash Kochar, K. C. Carriere

Publication date 17 December 1997

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

dispersive orderingexcess wealth orderingconvex orderingpartial orderingsincreasing convex orderingright spread orderingvariability orderings

Mathematics Subject Classification ID

Reliability and life testing (62N05) Inequalities; stochastic orderings (60E15)

Recommendations

• Dispersion-type variability orders
• Two Variability Orders
• Quantile-preserving spread
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• Some general notions of variability ordering with applications

Cites work

• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• Dispersive ordering by the spread function
• On sample spacings from IMRL distributions
• Partial Orderings of Distributions Based on Right-Spread Functions

Cited in

(21)

• Dispersion-type variability orders
• Characterizations of classes of risk measures by dispersive orders
• On the convex transform and right-spread orders of smallest claim amounts
• Variability orders and mean differences
• Two Variability Orders
• Quantile-preserving spread
• A note on the right spread order associated with exponential distributions
• A characterization of the dilation order and its applications
• Variability of the MAX and MIN statistic: a theory of the quantile spread as a function of sample size
• Some results on the representation of measures of location and spread as L-functionals
• Some general notions of variability ordering with applications
• Characterization of higher-degree dispersion, right spread and stop-loss transform orders
• Some closure properties of right spread order
• Some Reliability Applications of the Variability Ordering
• Dispersive ordering by the spread function
• On a characterization of right spread order by the increasing convex order
• Preservation of the location independent risk order under convolution
• A characterization of the multivariate excess wealth ordering
• A family of tests for right spread order
• New properties of the total time on test transform order
• Uniform conditional variability ordering of probability distributions

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