Generalized Gini's mean difference through distortions and copulas, and related minimizing problems
DOI10.1016/J.SPL.2023.109981arXiv2307.14307OpenAlexW4388890239MaRDI QIDQ6152243FDOQ6152243
Authors: Marco Capaldo, Antonio Di Crescenzo, Franco Pellerey 
Publication date: 13 February 2024
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2307.14307
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copulaGini's mean differenceproportional hazard modeldistortion functionproportional reversed hazard modeldistance metrics
Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) General considerations in statistical decision theory (62C05)
Cites Work
- An introduction to copulas.
- Some results on the proportional reversed hazards model
- Proportional reversed hazard rate model and its applications
- Quantile based entropy function
- Title not available (Why is that?)
- Reduction in mean residual life in the presence of a constant competing risk
- Variability orders and mean differences
- Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
- Approximation with independent variables
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