Stochastic ordering of variability measure estimators

DOI10.1080/02331888.2023.2299395OpenAlexW4391491527MaRDI QIDQ6151649

Franco Pellerey, Susana Montes, Irene Díaz, Juan Baz

Publication date: 11 March 2024

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2023.2299395

zbMATH Keywords

stochastic orderssample varianceGini mean differencevariability measures

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistical sampling theory and related topics (62D99) Sampling theory in information and communication theory (94A20)

Cites Work

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• An Introduction to Probability and Statistics
• Stochastic Orders Generated by Integrals: a Unified Study
• A Monte Carlo investigation of some tests for stochastic dominance
• Families of Multivariate Distributions
• Consistent Tests for Stochastic Dominance

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