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Generalized Lorenz curve and monotone dependence orderings

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Publication:1901247
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zbMath0829.62059MaRDI QIDQ1901247

Sonia Petrone, Pietro Muliere

Publication date: 24 January 1996

Published in: Metron (Search for Journal in Brave)


zbMATH Keywords

dependence measuresregression functionpartial orderinggeneralized Lorenz curvemonotone dependencepositive dependence orderingsgiven marginalsclass of nonnegative bivariate random variablesEQD orderingL-dependence functions


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)


Related Items (10)

Validation of positive expectation dependence ⋮ Testing for more positive expectation dependence with application to model comparison ⋮ Global dependence stochastic orders ⋮ On the Gini measure decomposition ⋮ Lorenz model selection ⋮ New multivariate orderings based on conditional distributions ⋮ Model selection based on Lorenz and concentration curves, Gini indices and convex order ⋮ Positive Dependence of Signals ⋮ The Gini concentration test for survival data ⋮ An extension of Osuna's model for stress caused by waiting




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