On sufficient conditions for the comparison of some quantile-based measures

DOI10.1080/03610926.2015.1129421zbMath1373.60041OpenAlexW2462297976MaRDI QIDQ5349179

Carolina Martínez-Riquelme, Felix Belzunce

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1129421

zbMATH Keywords

stop-loss orderquantile-based measuresexpected proportional shortfall ordercrossing conditionstotal time on test order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (4)

Quantile-based cumulative inaccuracy measures ⋮ Increasing mean inactivity time ordering: a quantile approach ⋮ Proportional hazards model with quantile functions ⋮ Sufficient conditions for some transform orders based on the quantile density ratio

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