Multivariate stochastic dominance with fixed dependence structure

DOI10.1016/0167-6377(88)90038-7zbMath0655.90002OpenAlexW2032982241MaRDI QIDQ1109659

Marco Scarsini

Publication date: 1988

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(88)90038-7

zbMATH Keywords

stochastic dominancepartial ordering of probability distributions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06) Utility theory (91B16) Individual preferences (91B08)

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