First-order dominance: stronger characterization and a bivariate checking algorithm

Abstract How to determine whether one distribution first-order dominates another is a fundamental problem that has many applications in economics, finance, probability theory, and statistics. Nevertheless, little is known about how to efficiently check first-order dominance for finite multivariate d...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Range, Troels Martin [verfasserIn]

Østerdal, Lars Peter [verfasserIn]

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2017

Schlagwörter:

Multivariate first-order dominance

Usual stochastic order

Characterization

Network problem

Checking algorithm

Übergeordnetes Werk:

Enthalten in: Mathematical programming - Berlin : Springer, 1971, 173(2017), 1-2 vom: 02. Dez., Seite 193-219

Übergeordnetes Werk:

volume:173 ; year:2017 ; number:1-2 ; day:02 ; month:12 ; pages:193-219

Links:

Volltext

DOI / URN:

10.1007/s10107-017-1213-9

Katalog-ID:

SPR008794243

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