Distorted stochastic dominance: a generalized family of stochastic orders
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Publication:2201711
DOI10.1016/j.jmateco.2020.07.005zbMath1451.91043arXiv1909.04767OpenAlexW3045763401MaRDI QIDQ2201711
Lucio Bertoli-Barsotti, Tommaso Lando
Publication date: 17 September 2020
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.04767
Related Items (3)
Transform orders and stochastic monotonicity of statistical functionals ⋮ Stochastic dominance relations for generalised parametric distributions obtained through composition ⋮ Second-order stochastic comparisons of order statistics
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