When Lorenz met Lyapunov

Marco Scarsini and Marco Dall'Aglio ()
Additional contact information
Marco Dall'Aglio: Columbia University [New York]

Post-Print from HAL

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.; Lyapunov's theorem (search for similar items in EconPapers)
Date: 2001
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Published in Statistics and Probability Letters, 2001, Vol. 54, N°1, pp. 101-105. ⟨10.1016/S0167-7152(01)00084-0⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: When Lorenz met Lyapunov (2001)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00540204

DOI: 10.1016/S0167-7152(01)00084-0

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().