Stochastic dominance between complex systems
P. Oliveira
We shall discuss stochastic dominance between parallel or series systems assuming that components have heterogeneous distributions chosen from a semiparametric family, and the joint distributions are described by some Archimedaean copula, with applications to some common families of distributions.
Keywords: stochastic dominance, parallel system, semiparametric family
Scheduled
GT Ordenaciones estocásticas y sus aplicaciones
September 2, 2026 3:30 PM
Aula 22
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