Multivariate stochastic dominance with fixed dependence structure
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Publication:1109659
DOI10.1016/0167-6377(88)90038-7zbMath0655.90002OpenAlexW2032982241MaRDI QIDQ1109659
Publication date: 1988
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(88)90038-7
Inequalities; stochastic orderings (60E15) Decision theory (91B06) Utility theory (91B16) Individual preferences (91B08)
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- Ordering Uncertain Prospects: The Multivariate Utility Functions Case
- Multi-Period Stochastic Dominance
- Efficiency Analysis for Multivariate Distributions
- Multi-Period Consumption Decision under Conditions of Uncertainty
- Ordered Families of Distributions
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