Stochastic dominance and parameter estimation: The case of symmetric stable distributions

DOI10.1016/0167-6687(84)90051-9zbMath0543.62019OpenAlexW2093498028MaRDI QIDQ796197

Moshe Ben-Horim, Haim Levy

Publication date: 1984

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90051-9

zbMATH Keywords

sample sizemeanmedianstable distributionsutility functionstochastic dominancecharacteristic exponentselection of statistical estimators

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items

Almost stochastic dominance and stocks for the long run ⋮ Stochastic dominance in an ordinal world

Cites Work

• On some expansions of stable distribution functions
• Portfolio Analysis in a Stable Paretian Market
• Risk Aversion in the Small and in the Large
• The Efficiency Analysis of Choices Involving Risk
• Equivalent Comparisons of Experiments
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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