The following pages link to Ordered Families of Distributions (Q5849254):
Displayed 50 items.
- A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
- Testing for uniform stochastic ordering via empirical likelihood (Q314568) (← links)
- Genetic algorithms for condition-based maintenance optimization under uncertainty (Q319420) (← links)
- The maximal Strichartz family of Gaussian distributions: Fisher information, index of dispersion, and stochastic ordering (Q341213) (← links)
- Fuzzy stochastic ordering for c-fuzzy random variables and its applications (Q344045) (← links)
- Solution approaches for the multiobjective stochastic programming (Q421694) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- A test for using the sum score to obtain a stochastic ordering of subjects (Q476226) (← links)
- Does more information-gathering effort raise or lower the average quantity produced? (Q516064) (← links)
- Stochastic ordering and Schur-convex functions in comparison of linear experiments (Q583752) (← links)
- The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications (Q617625) (← links)
- Some new results on univariate and multivariate permutation tests for ordinal categorical variables under restricted alternatives (Q734476) (← links)
- Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach (Q826627) (← links)
- On defining \(P\)-values (Q842965) (← links)
- Robust stochastic dominance and its application to risk-averse optimization (Q849327) (← links)
- Dispersive ordering-some applications and examples (Q864912) (← links)
- Relaxations of linear programming problems with first order stochastic dominance constraints (Q867928) (← links)
- Multivariate decisions with unknown price vector (Q902617) (← links)
- Optimization with multivariate stochastic dominance constraints (Q959965) (← links)
- Extending stochastic ordering to belief functions on the real line (Q1006751) (← links)
- Testing the conditional independence and monotonicity assumptions of item response theory (Q1060799) (← links)
- Robust slippage tests (Q1066581) (← links)
- Stochastic dominance with pair-wise risk aversion (Q1068671) (← links)
- Moment inequalities for order statistics from ordered families of distributions (Q1069588) (← links)
- On some significance tests in cluster analysis (Q1072282) (← links)
- Bayes-\(P^ *\) subset selection procedures for the best population (Q1083790) (← links)
- Comparing item characteristic curves (Q1091737) (← links)
- Multivariate stochastic dominance with fixed dependence structure (Q1109659) (← links)
- Distributional efficiency in multiobjective stochastic linear programming (Q1127138) (← links)
- On the theory of risk aversion and the theory of risk (Q1136595) (← links)
- Monotone control laws for noisy, countable-state Markov chains (Q1145071) (← links)
- Approximating the admissible set in stochastic dominance (Q1147066) (← links)
- Revealed preference, stochastic dominance, and the expected utility hypothesis (Q1183693) (← links)
- On the misuse of manifest variables in the detection of measurement bias (Q1205777) (← links)
- On an ordering for probability measures and a corresponding integral representation (Q1213992) (← links)
- On the consistency of single-stage ranking procedures (Q1221989) (← links)
- Stochastically larger component of a random vector (Q1234136) (← links)
- Non-cooperative stochastic dominance games (Q1244178) (← links)
- Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
- On likelihood-ratio ordering of order statistics (Q1322872) (← links)
- Orthant orderings of discrete random vectors (Q1368883) (← links)
- An extension of Osuna's model for stress caused by waiting (Q1598976) (← links)
- Concepts for decision making under severe uncertainty with partial ordinal and partial cardinal preferences (Q1644900) (← links)
- Rationalization and identification of binary games with correlated types (Q1676373) (← links)
- A survey on risk-averse and robust revenue management (Q1694904) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- First-order dominance: stronger characterization and a bivariate checking algorithm (Q1717226) (← links)
- Models for the assessment of treatment improvement: the ideal and the feasible (Q1750259) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- Density inference for ranking European research systems in the field of economics (Q1886289) (← links)