RT journal article
T1 Shape measures based on the convex transform order
A1 Arriaza Gómez, Antonio Jesús
A1 Di Crescenzo, Antonio
A1 Sordo Díaz, Miguel Ángel
A1 Suárez Llorens, Alfonso
A2 Estadística e Investigación Operativa
K1 Convex transform order
K1 kurtosis measures
K1 shape measures
K1 skewness measures
K1 stochastic orders
K1 tail weight
K1 generalized Pareto distribution
AB We introduce in this paper three functional measures to examine the shape of univariate distributions that satisfy some desirable properties, including consistency with the convex transform order. The first two are weighted tail indices that characterize location-scale families of distributions and the third one is a skewness measure. We study some classical families of distributions in terms of these measures, characterizing, in particular, the generalized Pareto distribution. The problem of estimation is also considered and illustrated with real data.
PB Springer Link
SN 1435-926X
YR 2019
FD 2019
LK http://hdl.handle.net/10498/33238
UL http://hdl.handle.net/10498/33238
LA eng
DS Repositorio Institucional de la Universidad de Cádiz
RD 21-sep-2026