Variability ordering of heavy-tailed distributions with applications to order statistics

DOI10.1016/S0167-7152(02)00151-7zbMath1014.62058MaRDI QIDQ1871241

Christian Kleiber

Publication date: 7 May 2003

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

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Related Items (5)

Lorenz ordering of order statistics ⋮ Analysis of Order Statistics from Distributions with Regularly Varying Tails ⋮ Stochastic comparisons of order statistics and spacings: a review ⋮ Lorenz ordering of order statistics from log-logistic and related distributions ⋮ Variability of the MAX and MIN statistic: a theory of the quantile spread as a function of sample size

Cites Work

• Lorenz ordering of exponential order statistics
• Lorenz ordering of means and medians
• Majorization and the Lorenz order: a brief introduction
• Lorenz ordering of power-function order statistics
• Dispersive ordering of order statistics
• On dispersive ordering between order statistics in one-sample and two-sample problems
• On extensions of dmrl and related partial orderings of life distributions
• Dispersive ordering of distributions
• Preservation of some likelihood ratio stochastic orders by order statistics
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