An indexed multivariate dispersion ordering based on the Hausdorff distance

DOI10.1016/J.JMVA.2006.02.004MaRDI QIDQ2499082zbMATH OpenOpenAlexFDO

Authors Miguel López-Díaz

Publication date 14 August 2006

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2006.02.004

zbMATH Keywords

Hausdorff distancesupport functionrandom setstochastic ordermultivariate dispersion ordering

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Geometric probability and stochastic geometry (60D05) Inequalities; stochastic orderings (60E15)

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Cites work

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• A multivariate dispersion ordering based on quantiles more widely separated
• A strong law of large numbers for random compact sets
• Comparison methods for stochastic models and risks
• Integrals, conditional expectations, and martingales of multivalued functions
• Multivariate dispersion orderings
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• New properties and characterizations of the dispersive ordering
• Random Sets: Models and Statistics

Cited in

(4)

• Methods and algorithms to test the Hausdorff and simplex dispersion orders with an R package
• A multivariate dispersion ordering based on quantiles more widely separated
• The simplex dispersion ordering and its application to the evaluation of human corneal endothelia
• Multivariate dispersion orderings

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