Variability ordering of heavy-tailed distributions with applications to order statistics
Based on a necassary condition for dilation and Lorenz orderings of distributions with regularly varying tails, it is shown that, for such distributions, order statistics from the same sample are not comparable in the sense of the dilation and Lorenz orderings. Conditions, under which order statistics from different samples are comparable, are given.
scientific article; zbMATH DE number 1906929