Search Results - subject:"majorization"

The Lorenz curve in economics and econometrics

Kleiber, Christian - Wirtschaftswissenschaftliches Zentrum, Universität Basel - 2007

This paper surveys selected applications of the Lorenz curve and related stochasticorders in economics and econometrics, with a bias towards problems in statisticaldistribution theory. These include characterizations of income distributions in termsof families of inequality measures, Lorenz...

Persistent link: https://www.econbiz.de/10009025069

Groundwater Pumping by Heterogeneous Users

Saak, Alexander E.; Peterson, Jeffrey M. - Agricultural and Applied Economics Association - AAEA - 2007

Farm size is a significant determinant of both groundwater irrigated farm acreage and groundwater irrigation application rates per acre. This paper analyzes the patterns of groundwater exploitation when resource users in the area overlying a common aquifer are heterogeneous. In the presence of...

Persistent link: https://www.econbiz.de/10005522217

The Lorenz curve in economics and econometrics

Kleiber, Christian (contributor) - 2007

This paper surveys selected applications of the Lorenz curve and related stochastic orders in economics and econometrics, with a bias towards problems in statistical distribution theory. These include characterizations of income distributions in terms of families of inequality measures, Lorenz...

Persistent link: https://www.econbiz.de/10003664973

Weighted Euclidean Biplots

Greenacre, Michael; Groenen, Patrick J.F. - Barcelona Graduate School of Economics (Barcelona GSE) - 2013

majorization algorithm. Once this extra weight-estimation step is accomplished, the procedure follows the classical path in …

Persistent link: https://www.econbiz.de/10010682977

Stochastic comparisons of series systems with heterogeneous Weibull components

Fang, Longxiang; Zhang, Xinsheng - In: Statistics & Probability Letters 83 (2013) 7, pp. 1649-1653

Let X1,…,Xn be independent random variables with Xi∼W(α,λi), where W(α,λi) denotes a Weibull distribution with shape parameter α and scale parameter λi, i=1,…,n. Let Y1,…,Yn be a random sample of size n from a Weibull distribution with shape parameter α and a common scale...

Persistent link: https://www.econbiz.de/10011039929

On comparison of reversed hazard rates of two parallel systems comprising of independent gamma components

Misra, Neeraj; Misra, Amit Kumar - In: Statistics & Probability Letters 83 (2013) 6, pp. 1567-1570

Let X1,…,Xn (Y1,…,Yn) be independent random variables such that Xi (Yi) follows the gamma distribution with shape parameter α and mean αλi(αμi), α0,λi0 (μi0), i=1,…,n. Let λ=(λ1,…,λn), μ=(μ1,…,μn) and let r̃n:n(λ;x) (r̃n:n(μ;x)) denote the reversed hazard rate of...

Persistent link: https://www.econbiz.de/10011040087

Schur-convexity of 2nd order, certain subclass of multivariate arrangement increasing functions with applications in statistics

Revyakov, Mikhail - In: Journal of Multivariate Analysis 116 (2013) C, pp. 25-34

It is shown that starting with a certain meaningful problem of the type “ranking of populations”, a need arises to employ functions which we call “Schur-convex of 2nd order with respect to two variables”. These functions L(v1,v2,v3,…,vn) are symmetric, and they are characterized in...

Persistent link: https://www.econbiz.de/10011042000

On sample ranges from two sets of heterogenous random variables

Ding, Weiyong; Da, Gaofeng; Zhao, Peng - In: Journal of Multivariate Analysis 116 (2013) C, pp. 63-73

As one of the criteria for comparing variabilities among distributions, the sample range has attracted considerable attention in past decades. In this paper, we establish stochastic comparison results of sample ranges arising from two sets of heterogeneous exponential samples. It is shown that...

Persistent link: https://www.econbiz.de/10011042050

The Supermodular Stochastic Ordering

Meyer, Margaret A; Strulovici, Bruno - C.E.P.R. Discussion Papers - 2013

In many economic applications involving comparisons of multivariate distributions, supermodularity of an objective function is a natural property for capturing a preference for greater interdependence. One multivariate distribution dominates another according to the `supermodular stochastic...

Persistent link: https://www.econbiz.de/10011083601

Multidimensional Scaling with Regional Restrictions for Facet Theory: An Application to Levi's Political Protest Data

Groenen, P.J.F.; Lans, A. van der - Erasmus Research Institute of Management (ERIM), ERIM … - 2006

that the number of facets equals the number of dimensions. The algorithm is based on constrained iterative majorization of … number of facets equals the number of dimensions. The algorithm is based on constrained iterative majorization of De Leeuw … Majorization Availability The ERIM Report Series is distributed through the following platforms: Academic Repository at Erasmus …

Persistent link: https://www.econbiz.de/10005288429