Ordered Families of Distributions
From MaRDI portal
Publication:5849254
DOI10.1214/aoms/1177728487zbMath0065.11906OpenAlexW4254387140WikidataQ93625791 ScholiaQ93625791MaRDI QIDQ5849254
Publication date: 1955
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177728487
Related Items
The Effect of Social Preferences on Sales and Operations Planning, Note on two dominance principles in decision theory, On detecting change in likelihood ratio ordering, [https://portal.mardi4nfdi.de/wiki/Publication:5591964 �ber geordnete Faltungshalbgruppen abstrakter Verteilungsfunktionen], [https://portal.mardi4nfdi.de/wiki/Publication:5603671 �ber geordnete Faltungshalbgruppen abstrakter Verteilungsfunktionen], Nonparametric multi-samples test for simple stochastic ordering against unrestricted alternative, A general algorithm for non-parametric maximum likelihood estimator of stochastically ordered survival functions from case 2 interval-censored data, A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property, Varentropy of order statistics and some stochastic comparisons, Bounds for the weight of external data in shrinkage estimation, Robust generalized Merton-type financial portfolio models with generalized utility, Interpretation of Statistical Preference in Terms of Location Parameters, Unnamed Item, Characterizations of distributions via the stochastic ordering property of random linear forms, Semi-infinite probabilistic optimization: first-order stochastic dominance constrain, COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS, Multiple objective evaluation and prioritization under risk with partial preference information†, Extensions of empirical likelihood and chi-squared-based tests for ordered alternatives, SPRT Fixed Length Confidence Intervals, Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study, Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach, Bayes-\(P^ *\) subset selection procedures for the best population, A new rank dependent utility approach to model risk averse preferences in portfolio optimization, Density inference for ranking European research systems in the field of economics, Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials, Comparing item characteristic curves, On defining \(P\)-values, Testing for uniform stochastic ordering via empirical likelihood, Genetic algorithms for condition-based maintenance optimization under uncertainty, Robust stochastic dominance and its application to risk-averse optimization, Two-Sample Test Against One-Sided Alternatives, Concepts for decision making under severe uncertainty with partial ordinal and partial cardinal preferences, The maximal Strichartz family of Gaussian distributions: Fisher information, index of dispersion, and stochastic ordering, Multivariate stochastic dominance with fixed dependence structure, Fuzzy stochastic ordering for c-fuzzy random variables and its applications, Dispersive ordering-some applications and examples, Orthant orderings of discrete random vectors, Optimal matching of random parts, A contamination model for the stochastic order, Relaxations of linear programming problems with first order stochastic dominance constraints, Orderings of risks: A comparative study via stop-loss transforms, Distributional efficiency in multiobjective stochastic linear programming, Rationalization and identification of binary games with correlated types, Some fuzzy stochastic orderings for fuzzy random variables, A correspondence between voting procedures and stochastic orderings, On the theory of risk aversion and the theory of risk, The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications, The complex behaviour of Galton rank-order statistic, Optimization with Multivariate Stochastic Dominance Constraints, A new stochastic dominance criterion for dependent random variables with applications, Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints, Monotone control laws for noisy, countable-state Markov chains, Empirical likelihood-based tests for stochastic ordering, A survey on risk-averse and robust revenue management, Approximating the admissible set in stochastic dominance, A modified version of stochastic dominance involving dependence, Solution approaches for the multiobjective stochastic programming, Multivariate decisions with unknown price vector, Robust multicriteria risk-averse stochastic programming models, Mean residual life ordering, Preservation properties for the mean residual life ordering, Alternate risk measures for emergency medical service system design, Nonparametric tests for stochastic ordering, Tractable almost stochastic dominance, Moment-based multivariate permutation tests for ordinal categorical data, First-order dominance: stronger characterization and a bivariate checking algorithm, A test for using the sum score to obtain a stochastic ordering of subjects, Portfolio Optimization with Risk Control by Stochastic Dominance Constraints, Revealed preference, stochastic dominance, and the expected utility hypothesis, Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach, Positive dependence and monotonicity in conditional distributions, Stoppping rules and ordered families of distributions, FIXED LENGTH SEQUENTIAL CONFIDENCE INTERVALS FOR THE PROBABILITY OF RESPONSE, Does more information-gathering effort raise or lower the average quantity produced?, Models for the assessment of treatment improvement: the ideal and the feasible, Optimization with multivariate stochastic dominance constraints, On the misuse of manifest variables in the detection of measurement bias, Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements, Ordres stochastiques et efficacité asymptotique desL-estimateurs, On an ordering for probability measures and a corresponding integral representation, Goodness-of-fit test for uniform stochastic ordering among several distributions, On the consistency of single-stage ranking procedures, Some subset selection problems, Stochastically larger component of a random vector, Portfolio construction based on stochastic dominance and target return distributions, Stochastic ordering and Schur-convex functions in comparison of linear experiments, Non-cooperative stochastic dominance games, A Unified Approach to Likelihood Inference on Linear Inequality Constraints in Contingency Tables, New and improved estimators of distribution functions under second-order stochastic dominance, Multivariate likelihood ratio order for skew-symmetric distributions with a common kernel, Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints, Some new results on univariate and multivariate permutation tests for ordinal categorical variables under restricted alternatives, Extending stochastic ordering to belief functions on the real line, Selection using “play-the-winner” sampling for non-negative observations, Risk reducers in convex order, Selection from multivariate normal populations, A two-sample estimate of the largest mean, A test for the presence of stochastic ordering under censoring: the \(k\)-sample case, A note on stochastic order of probability measures and an application to Markov processes, Robust and nonparametric subset selection procedures, Stochastic order on metric spaces and the ordered Kantorovich monad, Ranking distributions of an ordinal variable, Monotonicity of rank order likelihood ratio, Stochastic dominance with nonadditive probabilities, The U family of distributions: properties and applications, Unnamed Item, Decision-making with belief functions: a review, Uniform stochastic ordering and related inequalities, On optimality of stepdown and stepup multiple test procedures, Testing the conditional independence and monotonicity assumptions of item response theory, An extension of Osuna's model for stress caused by waiting, Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities, Robust slippage tests, Stochastic dominance with pair-wise risk aversion, Moment inequalities for order statistics from ordered families of distributions, Central moments, stochastic dominance, moment rule, and diversification with an application, On some significance tests in cluster analysis, On likelihood-ratio ordering of order statistics