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Preserving multivariate dispersion: An application to the Wishart distribution

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dc.contributor.authorFernández-Ponce, J.M.
dc.contributor.authorRodríguez-Griñolo, Rosario
dc.date.accessioned2024-07-19T09:21:16Z
dc.date.available2024-07-19T09:21:16Z
dc.date.issued2006-05
dc.description.abstractUnivariate dispersive ordering has been extensively characterized by many authors over the last two decades. However, the multivariate version lacks extensive analysis. In this paper, sufficient and necessary conditions are given to preserve the strong multivariate dispersion order through properties of the corresponding transformation. Finally, these results are applied to the Wishart distribution which can be viewed as "the spread of the dispersion". © 2005 Elsevier Inc. All rights reserved.
dc.description.sponsorshipDepartamento de Economía, Métodos Cuantitativos e Hª Económica, Área de Estadísitca e I.O. Universidad Pablo de Olavide
dc.description.sponsorshipDepartamento de Estadística e I.O., Universidad de Sevilla,
dc.format.mimetypeapplication/pdf
dc.identifier.citationJournal of Multivariate Analysis, Vol 97, nº 5, p.1208 - 1220
dc.identifier.doi10.1016/j.jmva.2005.05.001
dc.identifier.urihttps://hdl.handle.net/10433/21513
dc.language.isoen
dc.publisherElsevier
dc.rights.accessRightsrestricted access
dc.subjectContraction
dc.subjectDispersion ordering
dc.subjectTransformations
dc.subjectWishart distribution
dc.titlePreserving multivariate dispersion: An application to the Wishart distribution
dc.typejournal article
dc.type.hasVersionNA
dspace.entity.typePublication
relation.isAuthorOfPublicationd39aea45-31dd-448d-ae85-e3181160d9e5
relation.isAuthorOfPublication.latestForDiscoveryd39aea45-31dd-448d-ae85-e3181160d9e5

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