Transform orders and stochastic monotonicity of statistical functionals

T Lando, I Arab, PE Oliveira - Scandinavian Journal of Statistics, 2023 - Wiley Online Library
In some inferential statistical methods, such as tests and confidence intervals, it is important
to describe the stochastic behavior of statistical functionals, aside from their large sample …

Second-order stochastic comparisons of order statistics

T Lando, I Arab, PE Oliveira - Statistics, 2021 - Taylor & Francis
We study the problem of comparing ageing patterns of lifetimes of k-out-of-n systems with iid
components. Mathematically, this reduces to being able to decide about a stochastic …

A new class of nonparametric tests for second‐order stochastic dominance based on the Lorenz P–P plot

T Lando, S Legramanti - Scandinavian Journal of Statistics, 2024 - Wiley Online Library
Given samples from two non‐negative random variables, we propose a family of tests for the
null hypothesis that one random variable stochastically dominates the other at the second …

Relative Orderings of Modified Proportional Hazard Rate and Modified Proportional Reversed Hazard Rate Models

M Shrahili, M Kayid, M Mesfioui - Mathematics, 2023 - mdpi.com
In this paper, we identify several relative ordering properties of the modified proportional
hazard rate and modified proportional reversed hazard rate models. For this purpose, we …

Multi-fractional Stochastic Dominance: Mathematical Foundations

E Azmoodeh, O Hür - arXiv preprint arXiv:2307.08651, 2023 - arxiv.org
In the landmark article\cite {Muller}, M\" uller et. al. introduced the notion of fractional
stochastic dominance (SD) to interpolate between first and second SD relations. In this …

Stochastic dominance relations for generalised parametric distributions obtained through composition

T Lando, L Bertoli-Barsotti - METRON, 2020 - Springer
Investigating stochastic dominance within flexible multi-parametric families of distributions is
often complicated, owing to the high number of parameters or non-closed functional forms …

Multi-Fractional Stochastic Dominance and Beyond: Mathematical Foundations and Applications

O Hur - 2024 - livrepository.liverpool.ac.uk
This thesis introduces novel families of stochastic dominance rules, enhancing the tools
available for ranking alternatives under the presence of risk. Stochastic dominance relations …

Essays in Microeconomic Theory

V Ashvinkumar - 2024 - search.proquest.com
This thesis develops two new and complementary classes of ordering relations relevant to
the decisions-under-risk setting, with a hopeful view towards enriching the use of order …

Representative endowments and uniform Gini orderings of multi-attribute welfare

K Mosler - The Journal of Economic Inequality, 2023 - Springer
For the comparison of inequality and welfare in multiple attributes the use of generalized
Gini indices is proposed. Individual endowment vectors are summarized by using attribute …

Comparison of higher degree stop-loss transforms

I Arab, PE Oliveira, B Santos - Communications in Statistics-Theory …, 2024 - Taylor & Francis
We regard high degree stop-loss transforms as iterated equilibrium distributions to establish
comparison criteria with respect to star-shape and convex transform orders. As an …