论文信息 - Lorenz Curves of extrema

Lorenz Curves of extrema

We study the Generalized Lorenz curves of the minima of samples from a random variable. These Lorenz curves can be used to compare distributions in terms of their variability and define coherent risk measures. The dual Lorenz curves of the maxima of samples from the random variable are also considered.

Miguel Mendes | Ignacio Cascos | Ignacio Cascos | Miguel Mendes

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