Multivariate Excess Wealth Ordering of Generalized Order Statistics
Hongmei Xie,
Weiwei Zhuang,
Keshe Ni and
Wenyu Liu
Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 24, 5146-5160
Abstract:
The concept of generalized order statistics (GOSs) was introduced as a unified approach to a variety of models of ordered random variables. The purpose of this paper is to investigate conditions on the underlying distribution function and the parameters on which GOSs are based, to establish multivariate excess wealth ordering of GOSs from one sample and two samples, respectively.
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:24:p:5146-5160
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DOI: 10.1080/03610926.2013.815208
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