Results 21 to 30 of about 111,672 (179)
STOCHASTIC DOMINANCE ON FTSE INDEX
Studia Universitatis Babeş-Bolyai Negotia, 2019 Stochastic dominance is a method that refers to a set of relations, which may hold between a specific pair of distributions. However, the concept can be applied in many domains, but in particular in financial economic areas, where the considered ...
Ioan-Alin NISTOR +3 more
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Testing for Stochastic Dominance up to a Common Relative Poverty Line
Econometrics, 2020 Although a wide array of stochastic dominance tests exist for poverty measurement and identification, they assume the income distributions have independent poverty lines or a common absolute (fixed) poverty line.
Tahsin Mehdi
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Production efficiency in agriculture in Nigeria: Do migrant remittances matter? [PDF]
Ekonomika Poljoprivrede (1979), 2020 This paper investigates how remittances flow to Nigeria from household migrants affect farm production efficiency of the left behind in rural areas.
Odozi John Chiwuzulum +2 more
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Statistica, 2022 In this note we find the UMVUE and a consistent estimator of the stress strength reliability of a system, whose strength stochastically dominates the stress.
Manisha Pal
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An integrated framework of spatiotemporal dynamics of binocular rivalry
Frontiers in Human Neuroscience, 2011 Fluctuations in perceptual dominance during binocular rivalry exhibit several hallmark characteristics. First, dominance switches are not periodic but, instead, stochastic: perception changes unpredictably.
Min-Suk eKang +2 more
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A non-parametric approach to determine an efficient premium for drought insurance [PDF]
SocioEconomic Challenges, 2023 Insurance to deal with prolonged drought periods in rural Africa requires a practical method to estimate accurate premium values that minimize economic losses. We use non-parametric methods to determine the risk non-neutral insurer’s premium for drought
Manitra A. Rakotoarisoa, Harry P. Mapp
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Optimization with Stochastic Dominance Constraints [PDF]
SIAM Journal on Optimization, 2003 The paper refers to a model regarding the investment of a number of capital assets in order to obtain under the random returns of assets some desirable characteristics of the total return on the investment. The model is a stochastic optimization problem involving stochastic dominance constraints.
Darinka Dentcheva, Andrzej Ruszczyński
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RSD: An R package to calculate stochastic dominance
SoftwareXStochastic dominance is a classical method for comparing two random variables using their probability distribution functions. As for all stochastic orders, stochastic dominance does not always establish an order between the random variables, and almost ...
Shayan Tohidi, Sigurdur Olafsson
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Stochastic dominance under Bayesian learning [PDF]
Journal of Economic Theory, 1992 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sushil Bikhchandani +2 more
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Testing for time stochastic dominance
Journal of Econometrics, 2023 We propose nonparametric tests for the null hypothesis of time stochastic dominance. Time stochastic dominance makes a partial order of different prospects over time based on the net present value criteria for general utility and time discount function classes.
Lee, K, Linton, Oliver, Whang, Y-J
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