Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound.
Ignacio MontesSusana MontesPublished in: J. Multivar. Anal. (2016)
Keyphrases
- random variables
- stochastic dominance
- upper bound
- random vectors
- joint distribution
- graphical models
- fuzzy random variables
- probability distribution
- lower bound
- distribution function
- bayesian networks
- latent variables
- upper and lower bounds
- independent and identically distributed
- directed acyclic graph
- conditional independence
- normal distribution
- marginal distributions
- conditional probabilities
- lower and upper bounds
- stochastic optimization problems
- gaussian mixture
- sample size
- multi attribute
- joint probability distribution
- conditionally independent
- probabilistic model
- probabilistic graphical models
- failure rate
- statistical methods