首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Lp-metric under the location-independent risk ordering of random variables
Institution:1. Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei, Anhui 230026, China;2. Department of Mathematical Sciences, School of Science, Zhejiang Sci-Tech University, Hangzhou, Zhejiang 310018, China;1. Shenzhen Institute for Quantum Science and Engineering, and Department of Physics, Southern University of Science and Technology, Shenzhen, 518055, China;2. Yau Mathematical Sciences Center, Tsinghua University, Beijing 100084, China;3. Department of Physics, University of California, Santa Barbara, CA 93106, USA;1. LUNAM Université, SFR QUASAV 4207, Groupe ESA, UPSP Grappe, 55 rue Rabelais B.P. 30748, 49007 Angers Cedex 01, France;2. INRA, Unité de Recherches Cidricoles, Biotransformation des Fruits et Légumes, Domaine de la Motte, B.P. 35327, 35653 Le Rheu Cedex, France;1. Department of Statistics, Pennsylvania State University, University Park, PA 16802, USA;2. Laboratory for Information and Decision Systems and Institute for Data, Systems and Society, Massachusetts Institute of Technology, Cambridge, MA 02139, USA;1. Department of Statistics and Actuarial Science, University of Iowa, 241 Schaeffer Hall, Iowa City, IA 52242, USA;2. Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON N2L 3G1, Canada;3. Actuarial Science Program, Drake University, Des Moines, IA 50311, USA
Abstract:
Keywords:Distortion function  The excess wealth order  The location-independent risk order  Order statistics  Variability
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号