LI Xiaohu, WANG Shejun. Some Closure Properties of the Location Independent Riskier 0rder[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(4): 401-407.
Citation: LI Xiaohu, WANG Shejun. Some Closure Properties of the Location Independent Riskier 0rder[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(4): 401-407.
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Some Closure Properties of the Location Independent Riskier 0rder

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  • The location independent riskier order is proved to be closed under the minima of independent and identical copies and the increasing concave transformation which is differentiable. Moment inequalities concerned with dilation order are derived as well.
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