Partial Stochastic Dominance via Optimal Transport
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866916414860820480 |
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| author | Kamihigashi, Takashi Stachurski, John |
| author_facet | Kamihigashi, Takashi Stachurski, John |
| contents | In recent years, a range of measures of partial stochastic dominance have been introduced. These measures attempt to determine the extent to which one distribution is dominated by another. We assess these measures from intuitive, axiomatic, computational and statistical perspectives. Our investigation leads us to recommend a measure related to optimal transport as a natural default. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_19876 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Partial Stochastic Dominance via Optimal Transport Kamihigashi, Takashi Stachurski, John Probability 60E15 In recent years, a range of measures of partial stochastic dominance have been introduced. These measures attempt to determine the extent to which one distribution is dominated by another. We assess these measures from intuitive, axiomatic, computational and statistical perspectives. Our investigation leads us to recommend a measure related to optimal transport as a natural default. |
| title | Partial Stochastic Dominance via Optimal Transport |
| topic | Probability 60E15 |
| url | https://arxiv.org/abs/2409.19876 |