Variability orders and mean differences

DOI10.1016/S0167-7152(99)00050-4zbMath1026.60500OpenAlexW1998196488WikidataQ126843845 ScholiaQ126843845MaRDI QIDQ1807831

Bruno Bassan, Marco Scarsini, Michel M. Denuit

Publication date: 27 November 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00050-4

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Related Items (8)

Moment Inequalities for Discrete Ageing Families ⋮ On some expressions for variance, covariance, skewness and L-moments ⋮ Cumulants as iterated integrals ⋮ Generalized Gini's mean difference through distortions and copulas, and related minimizing problems ⋮ On higher-degree bivariate stop-loss transforms, with applications ⋮ Maximum variance of \(k\)th records ⋮ Inverting Khintchine's relationship and generating length biased data ⋮ Improved double kernel local linear quantile regression

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• The s-convex orders among real random variables, with applications
• Two Classes of Semi‐Orderings and their Application in the Queuing Theory
• Some Concepts of Dependence

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