Stochastic ordering of Gini indexes for multivariate elliptical random variables
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Cited by:
- Steven Pav, 2019. "A post hoc test on the Sharpe ratio," Papers 1911.04090, arXiv.org.
- Ansari, Jonathan & Rüschendorf, Ludger, 2021. "Ordering results for elliptical distributions with applications to risk bounds," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
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