A multivariate dispersion ordering based on quantiles more widely separated
type: Item
instance of: scholarly article
title: A multivariate dispersion ordering based on quantiles more widely separated
zbMATH Open document ID: 1018.60014
DOI: 10.1016/S0047-259X(02)00038-6
published in: Journal of Multivariate Analysis
publication date: 2003-06-09T00:00:00Z
review text: The authors define a multivariate stochastic dispersion order that is based on quantiles being more widely separated. This multivariate order is a generalization of the univariate dispersion order of \textit{T. Lewis} and \textit{J. W. Thompson} [J. Appl. Probab. 18, 76-90 (1981; Zbl 0453.60023)]. The authors provide a characterization of the new order by means of an expansion function. They also study the relationship of the new order to other multivariate dispersion orders. Finally, some examples illustrate the ideas and the results of this paper.
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 1924819
zbMATH Keywords: multivariate stochastic dispersion order
zbMATH Keywords: expansion function
author: J. M. Fernández-Ponce
author: Alfonso Suárez-Llorens
reviewed by: Moshe Shaked
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1924819