Multidimensional inequalities and generalized quantile functions

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Date

9 mai 2016

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INRAE

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info:eu-repo/semantics/OpenAccess




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Sinem Bas et al., « Multidimensional inequalities and generalized quantile functions », Archive Ouverte d'INRAE, ID : 10670/1.0ww0k3


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In this paper, we extend the generalized Yaari dual theory for multidimen-sional distributions, in the vein of Galichon and Henry's paper [6]. We show how a class of generalized quantiles-which encompasses Galichon and Henry's one or multivariate quantile transform [7] [4] [9]-allows to derive a general representation theorem. Moreover, we derive from this representation theorem a formula which could be applicable to multidimensional measure of inequality.

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