Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fr e ´ chet–Hoeffding upper bound
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DOI: 10.1016/j.jmva.2015.09.015
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Cited by:
- Montes, Ignacio & Salamanca, Juan Jesús & Montes, Susana, 2020. "A modified version of stochastic dominance involving dependence," Statistics & Probability Letters, Elsevier, vol. 165(C).
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Keywords
Stochastic dominance; Statistical preference; Archimedean copula; Comonotone random variables; Countermonotone random variables;All these keywords.
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