Skip to Main content Skip to Navigation
Journal articles

When Lorenz met Lyapunov

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.
Complete list of metadatas

https://hal-hec.archives-ouvertes.fr/hal-00540204
Contributor : Antoine Haldemann <>
Submitted on : Friday, November 26, 2010 - 10:17:05 AM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

Links full text

Identifiers

Collections

Citation

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

Share

Metrics

Record views

233