Quantile-preserving spread
type: Item
instance of: scholarly article
title: Quantile-preserving spread
zbMATH Open document ID: 0644.62012
DOI: 10.1016/0022-0531(87)90091-3
author: Haim Mendelson
published in: Journal of Economic Theory
publication date: 1987-01-01T00:00:00Z
review text: The author defines the following quantile preserving ordering: \(X\leq_{\alpha}Y\) if a) \(F_ X^{-1}(\alpha) = F_ Y^{-1}(\alpha)\) and b) \(F_ Y(t)\geq F_ X(t)\) for \(t\leq F_ X^{-1}(\alpha)\) and ``\(\leq\)'' else. Some equivalent formulations of this variability ordering are proved.
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 4050737
zbMATH Keywords: quantile-preserving spread
zbMATH Keywords: ordinal data
zbMATH Keywords: stochastic ordering
zbMATH Keywords: stochastic dominance
zbMATH Keywords: invariant partial order
zbMATH Keywords: quantile preserving ordering
MaRDI profile type: Publication
full work available at URL: 0022-0531(87)90091-3
OpenAlex ID: W2031516053
cites work: Q5829371
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description: scientific article; zbMATH DE number 4050737