This book offers an up-to-date, comprehensive coverage of stochastic dominance and its related concepts in a unified framework. A method for ordering probability distributions …
When stochastic dominance does not hold, we can improve agreement to stochastic order by suitably trimming both distributions. In this work we consider the L_2 L 2–Wasserstein …
We show that various functionals related to the supremum of a real function defined on an arbitrary set or a measure space are Hadamard directionally differentiable. We specifically …
Classical tests of fit typically reject a model for large enough real data samples. In contrast, often in statistical practice, a model offers a good description of the data even though it is not …
Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in …
W Zhuang, Y Li, G Qiu - Journal of Applied Statistics, 2022 - Taylor & Francis
Stochastic dominance is usually used to rank random variables by comparing their distributions, so it is widely applied in economics and finance. In actual applications …
G Anderson, MG Pittau, R Zelli, J Thomas - Econometrics, 2018 - mdpi.com
The cohesiveness of constituent nations in a confederation such as the Eurozone depends on their equally shared experiences. In terms of household incomes, commonality of …
Stochastic orders are mathematical methods allowing the comparison of random quantities. Probably the most usual one is stochastic dominance, which is based on the comparison of …
N Laha, Z Moodie, Y Huang… - Electronic journal of …, 2022 - ncbi.nlm.nih.gov
We study the performance of shape-constrained methods for evaluating immune response profiles from early-phase vaccine trials. The motivating problem for this work involves …