I. Montes Gutiérrez
Stochastic dominance and statistical preference are two important methods for comparing pairs of random variables. However, as pairwise methods they are not fully adequate when the choice must be made between more than two alternatives. In this work, we introduce an extension of statistical preference that is able to handle more than two variables, and investigate its relationship with the classical notions of stochastic dominance and statistical preference.
Palabras clave: stochastic dominance, probabilistic relation, statistical preference, copula, archimedean copula
Programado
JC4 Premio Ramiro Melendreras
19 de abril de 2012 12:00
Sala París