Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound
DOI10.1016/J.JMVA.2015.09.015zbMATH Open1384.60061OpenAlexW1874668581MaRDI QIDQ900809FDOQ900809
Publication date: 23 December 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.09.015
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stochastic dominanceArchimedean copulastatistical preferencecomonotone random variablescountermonotone random variables
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)
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Cited In (8)
- GENERALIZATION OF THE PAIRWISE STOCHASTIC PRECEDENCE ORDER TO THE SEQUENCE OF RANDOM VARIABLES
- Multivariate stochastic dominance with fixed dependence structure
- On optimal operational sequence of components in a warm standby system
- Comonotone lower probabilities with robust marginal distributions functions
- Multivariate winning probabilities
- A modified version of stochastic dominance involving dependence
- On the transitivity of the comonotonic and countermonotonic comparison of random variables
- Cutting levels of the winning probability relation of random variables pairwisely coupled by a same Frank copula
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