E. del Barrio Tellado, J. A. Cuesta Albertos, C. Matrán Bea
This talk concerns the difficulties for statistical assessment of stochastic dominance. We introduce some natural indices to measure disagreement with the improvement that such a relation would justify. The plug-in versions of these indices are statistics that are well known in other statistical settings, but additional results are need to justify their use to assess approximate stochastic dominance.
Palabras clave / Keywords: relaxed stochastic dominance, asymptotics, copulas, inferential procedures, P(X>Y)-representation, Galton's rank statistic
Programado
Sesión invitada SI02: Métodos Estadísticos Robustos y sus Aplicaciones I (Organizadora: Beatriz Sinova)
30 de mayo de 2018 10:50
Sala 3
