Characterization of stochastic orders by \(L\)-functionals
From MaRDI portal
Publication:882896
DOI10.1007/s00362-006-0329-4zbMath1114.60021OpenAlexW2089577032MaRDI QIDQ882896
Héctor M. Ramos, Miguel A. Sordo
Publication date: 24 May 2007
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-006-0329-4
Related Items
NEW PROPERTIES OF THE TOTAL TIME ON TEST TRANSFORM ORDER ⋮ Tests for Stochastic Orders and Mean Order Statistics ⋮ A multivariate extension of the increasing convex order to compare risks ⋮ Stochastic orders and multivariate measures of risk contagion ⋮ Systemic risk: conditional distortion risk measures ⋮ Distorted Lorenz curves: models and comparisons ⋮ Linear orderings of the scale mixtures of the multivariate skew-normal distribution ⋮ Stochastic orders and co-risk measures under positive dependence ⋮ Distorted stochastic dominance: a generalized family of stochastic orders ⋮ On a family of coherent measures of variability ⋮ On the \(L_p\)-metric between a probability distribution and its distortion ⋮ A characterization and sufficient conditions for the total time on test transform order ⋮ Characterizations of classes of risk measures by dispersive orders ⋮ Stochastic comparisons and bounds for conditional distributions by using copula properties ⋮ Stochastic ordering properties for systems with dependent identically distributed components ⋮ A class of location-independent variability orders, with applications ⋮ On the relationship of location-independent riskier order to the usual stochastic order ⋮ Comparison of risks based on the expected proportional shortfall ⋮ Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On statistical inference in concentration measurement
- Majorization and the Lorenz order: a brief introduction
- Some results on the representation of measures of location and spread as L-functionals
- Descriptive statistics for nonparametric models. I: Introduction
- Descriptive statistics for non-parametric models. III: Dispersion
- Ordering risks: expected utility theory versus Yaari's dual theory of risk
- Stochastic equivalence of ordered random variables with applications in reliability theory
- Dispersion measures and dispersive orderings.
- A note on stochastic dominance and inequality measures
- A characterization of the dilation order and its applications
- On the theory of high convexity stochastic orders
- On the representation of doubly stochastic operators
- Approximation Theorems of Mathematical Statistics
- Some generalized variability orderings among life distributions with reliability applications
- Concepts of dispersion in distributions: a comparative note
- Multidimensional Stochastic Ordering and Associated Random Variables
- Some Extensions of a Theorem of Hardy, Littlewood and Pólya and Their Applications
- Characterizations of life distributions by moments of extremes and sample mean
- Characterization of life distributions under some generalized stochastic orderings
- Multivariate Convex Orderings, Dependence, and Stochastic Equality
- STOCHASTIC EQUIVALENCE OF CONVEX ORDERED DISTRIBUTIONS AND APPLICATIONS
- The Dual Theory of Choice under Risk
- Dual Stochastic Dominance and Related Mean-Risk Models
- Functions of Order Statistics
- The 1972 Wald Lecture Robust Statistics: A Review
- Families of life distributions characterized by two moments