This work analyzes inclusion relationships among distribution classes for infinite-mean random variables and derives necessary and sufficient conditions for stochastic dominance preservation in convex combinations and compound binomial cases.
(2005).New majorization theory in economics and martingale convergence results in econo- metrics
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Further Developments on Stochastic Dominance for Convex Combinations of Infinite-Mean Random Variables
This work analyzes inclusion relationships among distribution classes for infinite-mean random variables and derives necessary and sufficient conditions for stochastic dominance preservation in convex combinations and compound binomial cases.