For fourth-order and higher stochastic dominance, whether one random variable dominates another depends on the chosen reference interval; for third-order and below it does not.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2024 1verdicts
ACCEPT 1representative citing papers
citing papers explorer
-
The reference interval in higher-order stochastic dominance
For fourth-order and higher stochastic dominance, whether one random variable dominates another depends on the chosen reference interval; for third-order and below it does not.