Results 251 to 260 of about 20,960,063 (275)

Testing for First-Order Stochastic Dominance: A New Distribution-Free Test

The Statistician, 1996
SUMMARY This paper introduces a new distribution-free test for first-order stochastic dominance. It can be viewed as a modification of the well-known Wilcoxon-Mann-Whitney test. As it is based on the p-p-plot of two distribution functions the new test statistic has a nice pictorial interpretation.
Friedrich Schmid, Mark Trede
openaire   +1 more source

Nonparametric Efficiency Analysis under Price Uncertainty: A First-Order Stochastic Dominance Approach

Journal of Productivity Analysis, 2002
This paper extends the nonparametric approach to efficiency analysis to deal with uncertainty of input-output prices. We generalize the notion of economic efficiency to derive necessary and sufficient first-order stochastic dominance (FSD) efficiency conditions.
Kuosmanen, T., Post, T.
openaire   +2 more sources

Optimization Under First Order Stochastic Dominance Constraints [PDF]

, 2004
We consider stochastic optimization problems involving stochastic dominance constraints of first order, also called stochastic ordering constraints. They are equivalent to a continuum of probabilistic constraints or chance constraints. We develop first order necessary and sufficient conditions of optimality for these models.
Darinka Dentcheva, Andrzej Ruszczynski
openaire  

Extreme Points and First-Order Stochastic Dominance: Theory and Applications

SSRN Electronic Journal, 2023
Kai-Hao Yang, Alexander Zentefis
openaire   +1 more source

The mass transfer approach to multivariate discrete first order stochastic dominance: Direct proof and implications

Journal of Mathematical Economics, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

First-Order Stochastic Dominance Violations, Risk Preferences and Framing Effects

SSRN Electronic Journal, 2023
openaire   +1 more source

Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics

Statistics and Probability Letters, 2020
Tommaso Lando, Lucio Bertoli Barsotti
exaly  

Distributionally robust portfolio optimization with second-order stochastic dominance based on wasserstein metric

Information Sciences, 2022
Panos M Pardalos
exaly  

Between First- and Second-Order Stochastic Dominance

Management Science, 2017
Marco Scarsini, Alfred Müller, Robert Winkler   +2 more
exaly  

Tests for the Second Order Stochastic Dominance Based onL-Statistics

Journal of Business and Economic Statistics, 2011
José Ramon Berrendero Diaz, Javier Carcamo   +1 more
exaly