Stochastic ordering of variability measure estimators

DOI10.1080/02331888.2023.2299395MaRDI QIDQ6151649zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

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