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A Stochastic Order of Shape Variability with an Application to

✍ Scribed by Carlos Carleos; M. Concepción López-Díaz; Miguel López-Díaz


Book ID
106390005
Publisher
Springer US
Year
2010
Tongue
English
Weight
746 KB
Volume
38
Category
Article
ISSN
0924-9907

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Variability ordering of heavy-tailed dis
✍ Christian Kleiber 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 108 KB

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