Generalized Gini's mean difference through distortions and copulas, and related minimizing problems

DOI10.1016/j.spl.2023.109981arXiv2307.14307OpenAlexW4388890239MaRDI QIDQ6152243

Antonio Di Crescenzo, Marco Capaldo, Franco Pellerey

Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2307.14307

zbMATH Keywords

copulaproportional hazard modeldistortion functionproportional reversed hazard modelGini's mean differencedistance metrics

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) General considerations in statistical decision theory (62C05)

Cites Work

• Unnamed Item
• Quantile based entropy function
• An introduction to copulas.
• Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
• Some results on the proportional reversed hazards model
• Variability orders and mean differences
• Proportional reversed hazard rate model and its applications
• Reduction in mean residual life in the presence of a constant competing risk
• Approximation with independent variables

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