Articles with "stochastic order" as a keyword



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Stochastic Order and Generalized Weighted Mean Invariance

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Published in 2021 at "Entropy"

DOI: 10.3390/e23060662

Abstract: In this paper, we present order invariance theoretical results for weighted quasi-arithmetic means of a monotonic series of numbers. The quasi-arithmetic mean, or Kolmogorov–Nagumo mean, generalizes the classical mean and appears in many disciplines, from… read more here.

Keywords: mean; quasi arithmetic; invariance; order ... See more keywords