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

C. Alfaro Gimeno

Fichero de la comunicación:

P. Gómez Esteban

Fichero de la comunicación:

F. J. Martín Campo