Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound
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Publication:900809
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Cites work
- scientific article; zbMATH DE number 2030515 (Why is no real title available?)
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- The stochastic precedence ordering with applications in sampling and testing
- Theory of capacities
- Transitivity frameworks for reciprocal relations: cycle-transitivity versus \(FG\)-transitivity
Cited in
(11)- On optimal operational sequence of components in a warm standby system
- Multivariate stochastic dominance with fixed dependence structure
- Comonotone lower probabilities with robust marginal distributions functions
- Multivariate winning probabilities
- A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
- Cutting levels of the winning probability relation of random variables pairwisely coupled by a same Frank copula
- A modified version of stochastic dominance involving dependence
- A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders
- Generalization of the pairwise stochastic precedence order to the sequence of random variables
- Stochastic dominance and statistical preference for random variables coupled by arbitrary copulas
- On the transitivity of the comonotonic and countermonotonic comparison of random variables
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