This book has many applications to stochastic comparison problems in economics and other fields. It covers theory of lift zonoids and demonstrates its usefulness in multivariate analysis, an informal introduction to basic ideas, and a comprehensive investigation into the theory, as well as various applications of the lift zonoid approach and may be separately studied.

Readers are assumed to have a firm grounding in probability at the graduate level.



Inhalt

Introduction * Zonoids and lift zonoids * Central regions * Data depth * Inference based on data depth * Depth of hyperplanes * Volume statistics * Orderings and indices of dispersion * Measuring economic disparity and concentration

Titel
Multivariate Dispersion, Central Regions, and Depth
Untertitel
The Lift Zonoid Approach
EAN
9781461300458
Format
E-Book (pdf)
Hersteller
Veröffentlichung
06.12.2012
Digitaler Kopierschutz
Wasserzeichen
Dateigrösse
21.91 MB
Anzahl Seiten
292