Variability ordering of heavy-tailed distributions with applications to order statistics

Christian Kleiber

Statistics & Probability Letters, 2002, vol. 58, issue 4, 381-388

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.

Keywords: Dilation; order; Dispersive; order; Lorenz; order; Star-shaped; order; Convex; (transform); order; Order; statistics; Regular; variation (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (4)

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