Sharp Mean-Variance Inequalities for Quantiles of Distributions Determined by Convex and Star Orders

DOI10.1137/S0040585X97979664MaRDI QIDQ4442908zbMATH OpenFDO

Authors Tomasz Rychlik

Publication date 21 January 2004

Published in Theory of Probability and Its Applications (Search for Journal in Brave)

zbMATH Keywords

quantileprojectionconvex coneconvex orderstar ordermonotone density (in average)monotone failure rate (in average)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

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Cited in

(6)

• Best upper quantile evaluations for NWU distributions
• Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities
• Optimal mean-variance bounds on order statistics from families determined by star ordering
• On Estimating The Quantile Function For Distributions Constrained by Star-Shaped Ordering
• Sharp negative bounds on differences of small quantiles and means of distributions from nonparametric families
• Voting on multiple issues: what to put on the ballot?

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