Partial stochastic dominance via optimal transport

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dc.contributor.authorKamihigashi, Takashi
dc.contributor.authorStachurski, John
dc.date.accessioned2024-09-25T02:25:06Z
dc.date.available2024-09-25T02:25:06Z
dc.date.issued2020
dc.date.updated2024-03-10T07:15:27Z
dc.description.abstractIn 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.
dc.format.mimetypeapplication/pdfen_AU
dc.identifier.issn0167-6377
dc.identifier.urihttps://hdl.handle.net/1885/733720878
dc.language.isoen_AUen_AU
dc.provenancehttps://v2.sherpa.ac.uk/id/publication/16846/..."published version can be archived in institutional repository" from SHERPA/RoMEO site as at 08/10/2024
dc.publisherElsevier
dc.relationhttp://purl.org/au-research/grants/arc/DP120100321
dc.rights© 2020 The authors
dc.sourceOperations Research Letters
dc.subjectStochastic dominance
dc.subjectOptimal transport
dc.subjectCoupling
dc.titlePartial stochastic dominance via optimal transport
dc.typeJournal article
dcterms.accessRightsOpen Access
local.bibliographicCitation.issue5
local.bibliographicCitation.lastpage586
local.bibliographicCitation.startpage584
local.contributor.affiliationKamihigashi, Takashi, Kobe University
local.contributor.affiliationStachurski, John, College of Business and Economics, ANU
local.contributor.authoruidStachurski, John, u3915156
local.description.notesImported from ARIES
local.identifier.absfor380303 - Mathematical economics
local.identifier.absfor380202 - Econometric and statistical methods
local.identifier.absseo150299 - Macroeconomics not elsewhere classified
local.identifier.ariespublicationa383154xPUB15296
local.identifier.citationvolume48
local.identifier.doi10.1016/j.orl.2020.07.003
local.identifier.scopusID2-s2.0-85088097339
local.identifier.thomsonIDWOS:000573865100008
local.publisher.urlhttps://www.sciencedirect.com/
local.type.statusAccepted Version
publicationvolume.volumeNumber48

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