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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 2, Pages 320–338
DOI: https://doi.org/10.4213/tvp3650 (Mi tvp3650) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Sharp mean-variance inequalities for quantiles of distributions determined by convex and star orders

T. Rychlik

Institute of Mathematics of the Polish Academy of Sciences
Full-text PDF (1690 kB) Citations (4)
DOI: https://doi.org/10.4213/tvp3650
Abstract: We establish sharp upper bounds on deviations of quantiles from the mean expressed in standard deviation units for all distributions related to a fixed one in the convex and star orders, and we describe the distributions for which the bounds are attained. We specify the results for the families of distributions with monotone density and failure rate and those with monotone density and failure rate in average.
Keywords: quantile, convex order, star order, monotone density (in average), monotone failure rate (in average), projection, convex cone.
Received: 20.04.2000
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 2, Pages 269–285
DOI: https://doi.org/10.1137/S0040585X97979664
Bibliographic databases:
Document Type: Article
Language: English
Citation: T. Rychlik, “Sharp mean-variance inequalities for quantiles of distributions determined by convex and star orders”, Teor. Veroyatnost. i Primenen., 47:2 (2002), 320–338; Theory Probab. Appl., 47:2 (2003), 269–285
Citation in format AMSBIB
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\by T.~Rychlik
\paper Sharp mean-variance inequalities for quantiles of distributions determined by convex and star orders
\jour Teor. Veroyatnost. i Primenen.
\yr 2002
\vol 47
\issue 2
\pages 320--338
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\zmath{https://zbmath.org/?q=an:1033.60018}
\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 2
\pages 269--285
\crossref{https://doi.org/10.1137/S0040585X97979664}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000183800700007}
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  • https://www.mathnet.ru/eng/tvp3650
  • https://doi.org/10.4213/tvp3650
  • https://www.mathnet.ru/eng/tvp/v47/i2/p320
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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