Cycle-transitive comparison of independent random variables

DOI10.1016/J.JMVA.2004.10.011MaRDI QIDQ2581830zbMATH OpenOpenAlexWikidataFDO

Authors Bart de Schuymer, H. De Meyer, B. De Baets

Publication date 10 January 2006

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2004.10.011

zbMATH Keywords

Comparison of independent random variablesCycle-transitivityDice modelIsostochastic transitivityProbabilistic relationStochastic dominanceT-norm

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cites work

• Biorder families, valued relations, and preference modelling
• Comparison functions and choice correspondences
• Cyclic evaluation of transitivity of reciprocal relations
• scientific article; zbMATH DE number 4064704 (Why is no real title available?)
• scientific article; zbMATH DE number 4070582 (Why is no real title available?)
• scientific article; zbMATH DE number 700081 (Why is no real title available?)
• Majority decisions based on difference of votes
• On the cycle-transitivity of the dice model
• Triangular norms

Cited in

(34)

• On the cycle-transitivity of the dice model
• Sklar's theorem in an imprecise setting
• The Frank inequality
• Learning layered ranking functions with structured support vector machines
• Final solution to the problem of relating a true copula to an imprecise copula
• A full scale Sklar's theorem in the imprecise setting
• On the cycle-transitive comparison of artificially coupled random variables
• Consistency and consensus modeling of linear uncertain preference relations
• Cutting levels of the winning probability relation of random variables pairwisely coupled by a same Frank copula
• Generalized transitivity: a systematic comparison of concepts with an application to preferences in the Babington Smith model
• Multivariate winning probabilities
• Closing reciprocal relations w.r.t. stochastic transitivity
• A frequentist view on cycle-transitivity of reciprocal relations
• On the correspondence between reciprocal relations and strongly complete fuzzy relations
• Restricted independence in displacement function for better estimation of cyclicity
• On a conjecture about the Frank copula family
• The financial relevance of fuzzy stochastic dominance: a brief note
• Transitivity frameworks for reciprocal relations: cycle-transitivity versus \(FG\)-transitivity
• Preference modelling, a matter of degree
• Product triplets in winning probability relations
• A necessary 4-cycle condition for dice representability of reciprocal relations
• A study on the transitivity of probabilistic and fuzzy relations
• scientific article; zbMATH DE number 2030515 (Why is no real title available?)
• scientific article; zbMATH DE number 2209496 (Why is no real title available?)
• Transitivity measurements of fuzzy preference relations
• Interpretation of Statistical Preference in Terms of Location Parameters
• A transitivity analysis of bipartite rankings in pairwise multi-class classification
• On the cycle-transitivity of the mutual rank probability relation of a poset
• On the ERA ranking representability of pairwise bipartite ranking functions
• On the likelihood of cyclic comparisons
• Optimal strategies for equal-sum dice games
• On the transitivity of the comonotonic and countermonotonic comparison of random variables
• Extreme copulas and the comparison of ordered lists
• Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound

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