Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound (Q900809)

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scientific article; zbMATH DE number 6523740
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English
Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound
scientific article; zbMATH DE number 6523740

    Statements

    Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound (English)
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    23 December 2015
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    stochastic dominance
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    statistical preference
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    Archimedean copula
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    comonotone random variables
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    countermonotone random variables
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