Invariance of relative inverse function orderings under compositions of distributions

Magdalena Frąszczak, and Jarosław Bartoszewicz. "Invariance of relative inverse function orderings under compositions of distributions." Applicationes Mathematicae 39.3 (2012): 283-292. <http://eudml.org/doc/280009>.

@article{MagdalenaFrąszczak2012,
abstract = {Bartoszewicz and Benduch (2009) applied an idea of Lehmann and Rojo (1992) to a new setting and used the GTTT transform to define invariance properties and distances of some stochastic orders. In this paper Lehmann and Rojo's idea is applied to the class of models which is based on distributions which are compositions of distribution functions on [0,1] with underlying distributions. Some stochastic orders are invariant with respect to these models.},
author = {Magdalena Frąszczak, Jarosław Bartoszewicz},
journal = {Applicationes Mathematicae},
keywords = {convex order; dispersive order; star order; superadditive order; orbits; general order statistics; maximal invariant; distance between distribution functions},
language = {eng},
number = {3},
pages = {283-292},
title = {Invariance of relative inverse function orderings under compositions of distributions},
url = {http://eudml.org/doc/280009},
volume = {39},
year = {2012},
}

TY - JOUR
AU - Magdalena Frąszczak
AU - Jarosław Bartoszewicz
TI - Invariance of relative inverse function orderings under compositions of distributions
JO - Applicationes Mathematicae
PY - 2012
VL - 39
IS - 3
SP - 283
EP - 292
AB - Bartoszewicz and Benduch (2009) applied an idea of Lehmann and Rojo (1992) to a new setting and used the GTTT transform to define invariance properties and distances of some stochastic orders. In this paper Lehmann and Rojo's idea is applied to the class of models which is based on distributions which are compositions of distribution functions on [0,1] with underlying distributions. Some stochastic orders are invariant with respect to these models.
LA - eng
KW - convex order; dispersive order; star order; superadditive order; orbits; general order statistics; maximal invariant; distance between distribution functions
UR - http://eudml.org/doc/280009
ER -