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Journal Articles Statistics and Probability Letters Year : 2001

When Lorenz met Lyapunov

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Abstract

We provide a simple characterization of the zonoid, lift zonoid, Lorenz zonoid of a random vector, as defined by Koshevoy and Mosler (J. Amer. Statist. Assoc. 91 (1996) 873; Bernoulli 4 (1998) 377). This characterization allows a direct use of Lyapunov's theorem on the range of nonatomic vector measures and therefore simplifies the proof of some results.

Dates and versions

hal-00540204 , version 1 (26-11-2010)

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Marco Scarsini, Marco Dall'Aglio. When Lorenz met Lyapunov. Statistics and Probability Letters, 2001, Vol. 54, N°1, pp. 101-105. ⟨10.1016/S0167-7152(01)00084-0⟩. ⟨hal-00540204⟩

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