An Ordering Among Generalized Closeness Criteria

R. L. Fountain
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R. L. Fountain: Portland State University, Department of Mathematical Sciences

A chapter in Distributions With Given Marginals and Statistical Modelling, 2002, pp 73-79 from Springer

Abstract: Abstract Abstract Within the class of generalized closeness criteria given by Fountain (2000), a sufficient condition is given for the ordering of a subclass of its members. Examples are presented which demonstrate that this ordering fails in more general case, and that Pitman’s Measure of Closeness is not part of the ordering, even in the presence of the condition.

Keywords: Pitman’s measure of closeness; Rao concentration; stochastic domination; copulas; Fréchet bounds; 60E15 (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-017-0061-0_9

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DOI: 10.1007/978-94-017-0061-0_9

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