Generalized Gini's mean difference through distortions and copulas, and related minimizing problems

DOI10.1016/J.SPL.2023.109981MaRDI QIDQ6152243zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

copulaGini's mean differenceproportional hazard modeldistortion functionproportional reversed hazard modeldistance metrics

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) General considerations in statistical decision theory (62C05)

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Cites work

• scientific article; zbMATH DE number 3646134 (Why is no real title available?)
• An introduction to copulas.
• Approximation with independent variables
• Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
• Proportional reversed hazard rate model and its applications
• Quantile based entropy function
• Reduction in mean residual life in the presence of a constant competing risk
• Some results on the proportional reversed hazards model
• Variability orders and mean differences

Cited in

(1)

• New multivariate Gini's indices

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