RT Journal Article
T1 Preserving multivariate dispersion: An application to the Wishart distribution
A1 Fernández-Ponce, J.M.
A1 Rodríguez-Griñolo, Rosario
K1 Contraction
K1 Dispersion ordering
K1 Transformations
K1 Wishart distribution
AB Univariate 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.
PB Elsevier
YR 2006
FD 2006-05
LK https://hdl.handle.net/10433/21513
UL https://hdl.handle.net/10433/21513
LA en
NO Journal of Multivariate Analysis, Vol 97, nº 5, p.1208 - 1220
NO Departamento de Economía, Métodos Cuantitativos e Hª Económica, Área de Estadísitca e I.O. Universidad Pablo de Olavide
NO Departamento de Estadística e I.O., Universidad de Sevilla,
DS RIO
RD May 9, 2026