Variability ordering of heavy-tailed distributions with applications to order statistics
type: Item
instance of: scholarly article
title: Variability ordering of heavy-tailed distributions with applications to order statistics
zbMATH Open document ID: 1014.62058
DOI: 10.1016/S0167-7152(02)00151-7
published in: Statistics \& Probability Letters
publication date: 2003-05-07T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 1906929
reviewed by: Moshe Shaked
author: Christian Kleiber
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1906929