dc.contributor.author | Lando, Tommaso | |
dc.contributor.author | Bertoli-Barsotti, Lucio | |
dc.date.accessioned | 2020-03-25T21:26:56Z | |
dc.date.available | 2020-03-25T21:26:56Z | |
dc.date.issued | 2020 | |
dc.identifier.citation | Statistics & Probability Letters. 2020, vol. 159, art. no. 108691. | cs |
dc.identifier.issn | 0167-7152 | |
dc.identifier.issn | 1879-2103 | |
dc.identifier.uri | http://hdl.handle.net/10084/139359 | |
dc.description.abstract | We provide a simple method for deriving second-order stochastic dominance between multiparametric families which can be decomposed into a functional composition of two cumulative distributions and a quantile function. The method is applied to stochastic comparisons of order statistics. | cs |
dc.language.iso | en | cs |
dc.publisher | Elsevier | cs |
dc.relation.ispartofseries | Statistics & Probability Letters | cs |
dc.relation.uri | https://doi.org/10.1016/j.spl.2019.108691 | cs |
dc.rights | © 2019 Elsevier B.V. All rights reserved. | cs |
dc.subject | stochastic dominance | cs |
dc.subject | order statistics | cs |
dc.subject | generalized distributions | cs |
dc.subject | beta family | cs |
dc.title | Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics | cs |
dc.type | article | cs |
dc.identifier.doi | 10.1016/j.spl.2019.108691 | |
dc.type.status | Peer-reviewed | cs |
dc.description.source | Web of Science | cs |
dc.description.volume | 159 | cs |
dc.description.firstpage | art. no. 108691 | cs |
dc.identifier.wos | 000514752700007 | |