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Multivariate Stochastic Dominance and Moments

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Publication:3350376
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DOI10.1287/moor.16.2.382zbMath0726.60015OpenAlexW2153780515MaRDI QIDQ3350376

Marco Scarsini, George L. O'Brien

Publication date: 1991

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.16.2.382

zbMATH Keywords

moment inequalitiesunivariate distributionsdegree stochastic domainances


Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)


Related Items

Stochastic Orderings of Convex-Type for Discrete Bivariate Risks, Multivariate stochastic dominance with fixed dependence structure, Decomposing the Cross Derivatives of a Multiattribute Utility Function into Risk Attitude and Value, Hessian orders and multinormal distributions



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