نتایج جستجو برای: stochastic dominance
تعداد نتایج: 153205 فیلتر نتایج به سال:
This article proposes bootstrap-based stochastic dominance tests for nonparametric conditional distributions and their moments. We exploit the fact that a conditional distribution dominates the other if and only if the di¤erence between the marginal joint distributions is monotonic in the explanatory variable for each value of the dependent variable. The proposed test statistic compares restric...
Recently, there has been a significant interest in introducing stochastic dominance relations as constraints into stochastic optimization problems. Optimization with first order stochastic dominance constraints in discrete distribution case can be formulated as mixed integer programs. In this article, we present a method to safely approximate such kinds of mixed integer programs. © 2009 World A...
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