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Variability ordering of heavy-tailed distributions with applications to order statistics
JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift)
 
ID 103077
Author(s) Kleiber, C
Author(s) at UniBasel Kleiber, Christian
Year 2002
Title Variability ordering of heavy-tailed distributions with applications to order statistics
Journal Statistics and probability letters
Volume 58
Number 4
Pages / Article-Number 381-388
Keywords dilation order, dispersive order, Lorenz order, star-shaped order, convex (transform) order, order statistics, regular variation
Abstract

Based on a necessary condition for variability ordering 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 several well-known variability orders. General restrictions in the two-sample case are also indicated.

Publisher Elsevier
ISSN/ISBN 0167-7152
edoc-URL http://edoc.unibas.ch/dok/A5252911
Full Text on edoc No
Digital Object Identifier DOI 10.1016/S0167-7152(02)00151-7
ISI-Number WOS:000177460100007
Document type (ISI) Article
 
   

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02/05/2024