When Lorenz met Lyapunov

Marco Dall'Aglio and Marco Scarsini

Statistics & Probability Letters, 2001, vol. 54, issue 1, 101-105

Abstract: We provide a simple characterization of the zonoid, lift zonoid, Lorenz zonoid of a random vector, as defined by Koshevoy and Mosler (J. Amer. Statist. Assoc. 91 (1996) 873; Bernoulli 4 (1998) 377). This characterization allows a direct use of Lyapunov's theorem on the range of nonatomic vector measures and therefore simplifies the proof of some results.

Keywords: Lorenz; zonoid; Lift; zonoid; Vector; measure; Lyapunov's; theorem (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (3)

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