Multidimensional inequalities and generalized quantile functions

B-Tier
Journal: Economic Theory
Year: 2021
Volume: 71
Issue: 2
Pages: 375-409

Authors (3)

Sinem Bas (not in RePEc) Philippe Bich (not in RePEc) Alain Chateauneuf (Institut de Préparation à l'Ad...)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Abstract In this paper, we extend the generalized Yaari’s dual theory for multidimensional distributions, in the vein of Galichon and Henry’s paper (Galichon and Henry in J Econ Theory 147:1501–1516, 2012). We show how a class of generalized quantiles—which encompasses Galichon and Henry’s one or multivariate quantile transform [see Arjas and Lehtonen (Math Oper Res 3(3):205–223, 1978), O’Brien (Ann Prob 3(1):80–88, 1975) or Ruschendorf (Ann Probab 9(2):276–283, 1981)]—allows to derive a general representation theorem.

Technical Details

RePEc Handle
repec:spr:joecth:v:71:y:2021:i:2:d:10.1007_s00199-020-01253-5
Journal Field
Theory
Author Count
3
Added to Database
2026-01-25