Partial stochastic dominance via optimal transport

Takashi Kamihigashi, John Stachurski*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    2 Citations (Scopus)

    Abstract

    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.

    Original languageEnglish
    Pages (from-to)584-586
    Number of pages3
    JournalOperations Research Letters
    Volume48
    Issue number5
    DOIs
    Publication statusPublished - Sept 2020

    Fingerprint

    Dive into the research topics of 'Partial stochastic dominance via optimal transport'. Together they form a unique fingerprint.

    Cite this