Testing variability orderings by using Gini's mean differences

DOI10.1016/J.STAMET.2016.03.001zbMATH Open1487.62039OpenAlexW2319423791MaRDI QIDQ670122FDOQ670122

Authors: Miguel A. Sordo, Marilia C. de Souza, Alfonso Suárez-Llorens 

Publication date: 18 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2016.03.001

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zbMATH Keywords

Gini's mean difference estimatorslog-returns distributionsstochastic orders in variabilitytesting variability

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Inequalities; stochastic orderings (60E15)

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Cited In (4)

• Tests for stochastic orders and mean order statistics
• Stochastic ordering of variability measure estimators
• On a family of risk measures based on proportional hazards models and tail probabilities
• Testing the dilation order by using cumulative residual Tsallis entropy

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