Lorenz Curves of extrema

descriptionPublicationkeyboard_double_arrow_right Part of book or chapter of book , Conference object , Article 01 Jan 2010Publisher:Springer Berlin Heidelberg

Authors: Ignacio Cascos; Miguel Mendes;

doi: 10.1007/978-3-642-14746-3_11

Lorenz Curves of extrema

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Abstract

We study the Generalized Lorenz curves of the minima of samples from a random variable. These Lorenz curves can be used to compare distributions in terms of their variability and define coherent risk measures. The dual Lorenz curves of the maxima of samples from the random variable are also considered.

Related Organizations

Carlos III University of Madrid
Spain
Universidade Lusófona do Porto
Portugal

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