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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.
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Multivariate dispersion, central regions and depth, Karl Mosler
- Language
- Released
- 2002
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- Title
- Multivariate dispersion, central regions and depth
- Language
- English
- Authors
- Karl Mosler
- Publisher
- Springer
- Released
- 2002
- ISBN10
- 0387954120
- ISBN13
- 9780387954127
- Category
- Mathematics
- Description
- 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.