On the theory of high convexity stochastic orders

Denuit, Michel;Shaked, Moshe;Lefèvre, C.
(2000) Statistics & Probability Letters — Vol. 47, p. 287-293 (2000)

Files

No attached file found for this publication.

Details

Authors
Abstract
The purpose of this note is two-fold. First we derive a simple condition under which two s-convex ordered random variables must be stochastically equal, and we indicate the potential usefulness of this result in statistics. Then we highlight the relationship between the canonical moments and the extremal distributions in the s-convex sense, and we indicate how the canonical moments can be computed using the moments of these extremal distributions.
Affiliations
  • Louvain School of Management

Citations

  • APA
  • Chicago
  • FWB

Denuit, M., Shaked, M., & Lefèvre, C. (2000). On the theory of high convexity stochastic orders. Statistics & Probability Letters, 47, 287-293. https://doi.org/10.1016/S0167-7152(99)00166-2 (Original work published 2000)