Multivariate Differences Ordering
AbstractA multivariate dispersion ordering is introduced as a natural extension of a well-known univariate inequality criterion. A characterization of this new ordering is provided.
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Bibliographic InfoPaper provided by Department of Economics, University of Siena in its series Department of Economics University of Siena with number 419.
Date of creation: Jan 2004
Date of revision:
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-02-29 (All new papers)
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"A note on inequality criteria,"
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-1602, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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