论文信息 - A multivariate dispersion ordering based on quantiles more widely separated

A multivariate dispersion ordering based on quantiles more widely separated

A multivariate dispersion ordering based on quantiles more widely separated is defined. This new multivariate dispersion ordering is a generalization of the classic univariate version. If we vary the ordering of the components in the multivariate random variable then the comparison could not be possible. We provide a characterization using a multivariate expansion function. The relationship among various multivariate orderings is also considered. Finally, several examples illustrate the method of this paper.

Alfonso Suárez-Llorens | J. M. Fernández-Ponce

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