Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound (Q900809)
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scientific article; zbMATH DE number 6523740
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| English | Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound |
scientific article; zbMATH DE number 6523740 |
Statements
Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound (English)
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23 December 2015
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stochastic dominance
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statistical preference
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Archimedean copula
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comonotone random variables
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countermonotone random variables
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0.815621554851532
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0.8058403730392456
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0.7905123829841614
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0.7878053784370422
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