Stochastic ordering of variability measure estimators

DOI10.1080/02331888.2023.2299395OpenAlexW4391491527MaRDI QIDQ6151649FDOQ6151649

Authors: Juan Baz, Franco Pellerey, Irene Díaz, S. Montes 

Publication date: 11 March 2024

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2023.2299395

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zbMATH Keywords

stochastic orderssample varianceGini mean differencevariability measures

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistical sampling theory and related topics (62D99) Sampling theory in information and communication theory (94A20)

Cites Work

• An introduction to copulas.
• Aggregation functions.
• Families of Multivariate Distributions
• Stochastic orders
• Consistent Tests for Stochastic Dominance
• A test for the increasing convex order based on the cumulative residual entropy
• Stochastic Orders Generated by Integrals: a Unified Study
• Aggregation functions based on penalties
• The Gini mean difference and variance
• Testing for increasing convex order in several populations
• Nonparametric two-sample tests for increasing convex order
• Stochastic comparisons for time transformed exponential models
• Testing variability orderings by using Gini's mean differences
• A Monte Carlo investigation of some tests for stochastic dominance
• An introduction to probability and statistics

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