Integrated quantile functions: properties and applications

DOI10.15559/17-VMSTA88zbMath1383.60019arXiv1801.00977OpenAlexW3103177127MaRDI QIDQ1697200

Dmitriy A. Borzykh, Alexander A. Gushchin

Publication date: 15 February 2018

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.00977

zbMATH Keywords

quantile functionsbinary experimentsChacon-Walsh constructionconvex stochastic orderintegrated distribution functionsintegrated quantile functions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Convergence of probability measures (60B10)

Related Items (4)

Center-outward quantiles and the measurement of multivariate risk ⋮ Optimization of Quasi-convex Function over Product Measure Sets ⋮ Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach ⋮ Minimal embeddings of integrable processes in a Brownian motion

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