Variability ordering of heavy-tailed dis
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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