An indexed multivariate dispersion ordering based on the Hausdorff distance

DOI10.1016/j.jmva.2006.02.004zbMath1103.62047OpenAlexW2062624537MaRDI QIDQ2499082

Miguel López-Díaz

Publication date: 14 August 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.02.004

zbMATH Keywords

stochastic orderHausdorff distancesupport functionrandom setmultivariate dispersion ordering

Mathematics Subject Classification ID

Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15) Geometric probability and stochastic geometry (60D05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

Methods and algorithms to test the Hausdorff and simplex dispersion orders with an R package

Cites Work

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• Integrals, conditional expectations, and martingales of multivalued functions
• Multivariate dispersion orderings
• A multivariate dispersion ordering based on quantiles more widely separated
• New properties and characterizations of the dispersive ordering
• Random Sets: Models and Statistics

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