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Uni Köln > WiSo-Fakultät > Seminar für Wirtschafts- und Sozialstatistik > Institut > LS Mosler > Prof. Mosler > Publikationen
Publikationen von Univ.-Prof. Dr. Karl Mosler |
Abstract: An algorithm for multivariate weak stochastic dominance (Rainer Dyckerhoff, Hartmut Holz and Karl Mosler) |
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| The paper addresses the computational problem of comparing discrete probability distributions in k-space with respect to two stochastic orderings. Both orderings are extensions of the usual univariate stochastic order and are weaker orderings than Lehmann's multivariate stochastic order. An algorithm is presented which operates efficiently on a semilattice generated by the support of the two distributions. Applications are given to tests for multivariate slippage and peakedness and to the analysis of stochastic dependency. | ||||
Keywords: Multivariate stochastic orders, upper and lower orthant ordering, multivariate slippage, multivariate peakedness, stochastic dependence. |
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