Transform orders and stochastic monotonicity of statistical functionals
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 …
to describe the stochastic behavior of statistical functionals, aside from their large sample …
Second-order stochastic comparisons of order statistics
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 …
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 …
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 …
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 (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 …
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 …
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 …
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 …
Gini indices is proposed. Individual endowment vectors are summarized by using attribute …
Comparison of higher degree stop-loss transforms
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 …
comparison criteria with respect to star-shape and convex transform orders. As an …