Multivariate Differences Ordering
A 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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- SAVAGLIO, Ernesto, 2001.
"A note on inequality criteria,"
CORE Discussion Papers
2001014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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