We provide a simple method for deriving second-order stochastic dominance between multiparametric families which can be decomposed into a functional composition of two cumulative distributions and a quantile function. The method is applied to stochastic comparisons of order statistics.
(2020). Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics [journal article - articolo]. In STATISTICS & PROBABILITY LETTERS. Retrieved from http://hdl.handle.net/10446/150670
Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics
Lando, Tommaso;Bertoli Barsotti, Lucio
2020-01-01
Abstract
We provide a simple method for deriving second-order stochastic dominance between multiparametric families which can be decomposed into a functional composition of two cumulative distributions and a quantile function. The method is applied to stochastic comparisons of order statistics.File allegato/i alla scheda:
| File | Dimensione del file | Formato | |
|---|---|---|---|
|
1-s2.0-S0167715219303372-main.pdf
Solo gestori di archivio
Versione:
publisher's version - versione editoriale
Licenza:
Licenza default Aisberg
Dimensione del file
247.9 kB
Formato
Adobe PDF
|
247.9 kB | Adobe PDF | Visualizza/Apri |
|
1 - Second-order stochastic dominance for decomposable.pdf
Open Access dal 22/12/2021
Versione:
postprint - versione referata/accettata senza referaggio
Licenza:
Creative commons
Dimensione del file
288.16 kB
Formato
Adobe PDF
|
288.16 kB | Adobe PDF | Visualizza/Apri |
Pubblicazioni consigliate
Aisberg ©2008 Servizi bibliotecari, Università degli studi di Bergamo | Terms of use/Condizioni di utilizzo
