Multidimensional inequalities and generalized quantile functions

Sinem Bas (), Philippe Bich () and Alain Chateauneuf
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Sinem Bas: Université Catholique de Louvain, CORE
Philippe Bich: Université Paris 1 Panthéon Sorbonne UMR 8074

Economic Theory, 2021, vol. 71, issue 2, No 1, 375-409

Abstract: Abstract In this paper, we extend the generalized Yaari’s dual theory for multidimensional distributions, in the vein of Galichon and Henry’s paper (Galichon and Henry in J Econ Theory 147:1501–1516, 2012). We show how a class of generalized quantiles—which encompasses Galichon and Henry’s one or multivariate quantile transform [see Arjas and Lehtonen (Math Oper Res 3(3):205–223, 1978), O’Brien (Ann Prob 3(1):80–88, 1975) or Ruschendorf (Ann Probab 9(2):276–283, 1981)]—allows to derive a general representation theorem.

Keywords: Multidimensional distributions; Quantile; Inequality; Optimal coupling (search for similar items in EconPapers)
JEL-codes: D63 D81 (search for similar items in EconPapers)
Date: 2021
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Working Paper: Multidimensional inequalities and generalized quantile functions (2021)
Working Paper: Multidimensional inequalities and generalized quantile functions (2021)
Working Paper: Multidimensional inequalities and generalized quantile functions (2021)
Working Paper: Multidimensional inequalities and generalized quantile functions (2016)
Working Paper: Multidimensional inequalities and generalized quantile functions (2016)
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DOI: 10.1007/s00199-020-01253-5

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