By Prof. Dr. Karl Mosler, Prof. Dr. Marco Scarsini (auth.)
ISBN-10: 3540569561
ISBN-13: 9783540569565
ISBN-10: 3642499724
ISBN-13: 9783642499722
A bibliography on stochastic orderings. was once there a true want for it? In a time of reference databases because the MathSci or the technological know-how quotation Index or the Social technology quotation Index the reply looks destructive. the explanation we predict that this bibliog raphy will be of a few use stems from the disappointment that we, as staff within the box, have frequently skilled by way of discovering related effects being stumbled on and proved many times in several journals of other disciplines with assorted degrees of mathematical so phistication and accuracy and lots of the instances with out move references. in fact it might be very unfair guilty an economist, say, for no longer realizing a lead to mathematical physics, or vice versa, particularly whilst the issues and the languages are thus far aside that it is usually tricky to acknowledge the analogies even after extra scrutiny. we are hoping that amassing the references in this subject, whatever the zone of program, could be of a few aid, not less than to pinpoint the matter. We use the time period stochastic ordering in a vast feel to indicate any ordering relation on an area of likelihood measures. Questions that may be regarding the assumption of stochastic orderings are as previous as chance itself. imagine for example of the matter of evaluating gambles so one can come to a decision which one is extra favorable.
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DAS GUPTA, S. (1983). On Anderson's probability inequality. ). Academic Press, New York. 407-417. Keywords: Anderson's inequality, log-concave measures, second moments. S. (1964). Monotonicity of the power functions of some tests of the multivariate linear hypothesis. Annals of Mathematical Statistics 35, 200-205.
E~onometrica 48, 1791-1803. • DAGUM, C. (1980b). The generation and distribution of income, the Lorenz curve and INM the Gini ratio. Economie Appliquee 33,327-367. • DAGUM, C. (1985). Lorenz curve. ). Wiley, New York. 156-161. , Eds. (1990). Income and Wealth Distribution, Inequality and Poverty. Springer, Berlin. , and FORTINI, P. (1982). An inequality comparing sums and maxima with applications to Behrens-Fisher type problem. Annals of Statistics 10, 297-301. Keywords: majorization, inequality, sums of powers, multiple comparisons, BehrensFisher problem.
Tests for monotone failure rate based on normalized spacings. Annals of Mathematical Statistics 40, 1216-1235. L. (1975a). Descriptive statistics for nonparametric models I. Introduction. Annals of Statistics 3, 1038-1044. Keywords: robustness, estimation, location, scale, kurtosis. L. (1975b). Descriptive statistics for nonparametric models II. Location. Annals of Statistics 3, 1045-1069. Keywords: measures of location, robustness, efficiency, linear combination of order statistics, trimmed means.
Stochastic Orders and Applications: A Classified Bibliography by Prof. Dr. Karl Mosler, Prof. Dr. Marco Scarsini (auth.)
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