Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics

DOI10.1016/J.SPL.2019.108691MaRDI QIDQ1987673zbMATH OpenOpenAlexWikidataFDO

Authors Tommaso Lando, Lucio Bertoli-Barsotti

Publication date 15 April 2020

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

Full work available at URL https://doi.org/10.1016/j.spl.2019.108691

zbMATH Keywords

beta familygeneralized distributionsorder statisticsstochastic dominance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10) Order statistics; empirical distribution functions (62G30)

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Cites work

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• Dispersive ordering of distributions
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• scientific article; zbMATH DE number 125957 (Why is no real title available?)
• Lorenz ordering between McDonald's generalized functions of the income size distribution
• Lorenz ordering of generalized beta-II income distributions
• Lorenz ordering of order statistics
• Lorenz ordering of power-function order statistics
• On Families of Distributions with Shape Parameters
• On generating T-X family of distributions using quantile functions
• On the Lorenz order within parametric families of income distributions
• Ordering properties of order statistics from heterogeneous exponentiated Weibull models
• Some Generalized Functions for the Size Distribution of Income
• Statistical Size Distributions in Economics and Actuarial Sciences
• Stochastic comparisons of order statistics and spacings: a review
• Stochastic orders
• The Efficiency Analysis of Choices Involving Risk

Cited in

(7)

• The first-order stochastic dominance ordering of the Singh--Maddala distribution
• Stochastic comparisons of series and parallel systems with dependent and heterogeneous Topp-Leone generated components
• Properties of increasing odds rate distributions with a statistical application
• Distorted stochastic dominance: a generalized family of stochastic orders
• Stochastic dominance relations for generalised parametric distributions obtained through composition
• scientific article; zbMATH DE number 2015221 (Why is no real title available?)
• Second-order stochastic comparisons of order statistics

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