What if we only have approximate stochastic dominance?

DOI10.1007/978-3-319-13449-9_4MaRDI QIDQ4558823zbMATH OpenOpenAlexFDO

Authors Songsak Sriboonchitta, Vladik Kreinovich, Hung T. Nguyen

Publication date 30 November 2018

Published in Econometrics of Risk (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-13449-9_4

zbMATH Keywords

cumulative distribution functionstochastic dominance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06)

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Cites work

• Computing statistics under interval and fuzzy uncertainty. Applications to computer science and engineering
• scientific article; zbMATH DE number 6009887 (Why is no real title available?)
• scientific article; zbMATH DE number 50042 (Why is no real title available?)
• scientific article; zbMATH DE number 773958 (Why is no real title available?)
• Stochastic Dominance
• Stochastic Dominance and Applications to Finance, Risk and Economics

Cited in

(2)

• Clear preferences under partial distribution information
• Stochastic dominance with incomplete information on probabilities

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