The Gini index and the Gini mean difference of a univariate distribution are extended to measure the disparity of a general d-variate distribution. We propose and investigate two approaches, one based on the distance of the distribution from itself, the other on the volume of a convex set in (d...

A new procedure, called DD-procedure, is developed to solve the problem of classifying d-dimensional objects into q ≥ 2 classes. The procedure is completely nonparametric; it uses q-dimensional depth plots and a very efficient algorithm for discrimination analysis in the depth space [0, 1]q ....

Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the violation of restrictions. Such a model turns out to be appropriate for many applications and, principally, for the mean-risk portfolio selection problem. Each...