A characterization of the dilation order and its applications
From MaRDI portal
Publication:1962769
DOI10.1007/BF02934633zbMath0938.62008OpenAlexW2076742112MaRDI QIDQ1962769
Enrico Fagiuoli, Franco Pellerey, Shaked, Moshe
Publication date: 13 June 2000
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02934633
characterizationconvex orderdilation orderexcess wealth ordercomparison of varianceslocation independent risks comparison
Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)
Related Items
Dispersive orderings induced by differences of inter risk measures, NEW PROPERTIES OF THE TOTAL TIME ON TEST TRANSFORM ORDER, A general family of univariate stochastic orders, Dispersive ordering-some applications and examples, Characterization of stochastic orders by \(L\)-functionals, Reversed preservation of stochastic orders for random minima and maxima with applications, Global dependence stochastic orders, A generalized Hollander-Proschan type test for NBUE alternatives, Some results for the comparison of generalized order statistics in the total time on test and excess wealth orders, Stochastic orders and measures of skewness and dispersion based on expectiles, Characterization of left-monotone risk aversion in the RDEU model, Dispersion measures and dispersive orderings., Auditing Shaked and Shanthikumar's `excess wealth', Some comparisons between generalized order statistics, Cost reduction through operations reversal, Variation of the expectation and quantiles of the mixture of ordered distributions under imprecise choice of prior, A class of location-independent variability orders, with applications, Characterizations through generalized and dual generalized order statistics, with an application to statistical prediction problem, Characterization of higher-degree dispersion, right spread and stop-loss transform orders, Preservation of the location independent risk order under convolution, Variability order of the latent and the infectious periods in a deterministic SEIR epidemic model and evaluation of control effectiveness, On testing the dilation order and HNBUE alternatives, Excess wealth order and sample spacings, A family of tests for right spread order, On the relationship of location-independent riskier order to the usual stochastic order, On the consistency of Sobol indices with respect to stochastic ordering of model parameters, On a characterization of right spread order by the increasing convex order
Cites Work
- Unnamed Item
- Unnamed Item
- A new concept of Lorenz domination
- Majorization and the Lorenz order: a brief introduction
- A generalization of the beta distribution with applications
- Connections among various variability orderings
- The dilation order, the dispersion order, and orderings of residual lives
- Errata to: A generalization of the beta distribution with applications
- Lorenz ordering of generalized beta-II income distributions
- Dispersive orderings and characterizations of ageing classes
- Dispersive ordering by dilation
- Concepts of dispersion in distributions: a comparative note
- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
- On extensions of dmrl and related partial orderings of life distributions
- The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
- Partial Orderings of Distributions Based on Right-Spread Functions
- Two Variability Orders