dc.contributor.author | Range, Troels Martin | |
dc.contributor.author | Østerdal, Lars Peter | |
dc.date.accessioned | 2018-04-26T06:17:23Z | |
dc.date.available | 2018-04-26T06:17:23Z | |
dc.date.created | 2018-02-01T09:12:26Z | |
dc.date.issued | 2017 | |
dc.identifier.citation | Mathematical programming. 2017, 1-27. | nb_NO |
dc.identifier.issn | 0025-5610 | |
dc.identifier.uri | http://hdl.handle.net/11250/2496016 | |
dc.description.abstract | How to determine whether one distribution first-order dominates another is a fundamental problem that has many applications in economics, finance, probability theory, and statistics. Nevertheless, little is known about how to efficiently check first-order dominance for finite multivariate distributions. Utilizing that this problem can be formulated as a transportation problem with a special structure, we provide a stronger characterization of multivariate first-order dominance and develop a linear time complexity checking algorithm for the bivariate case. We illustrate the use of the checking algorithm when numerically assessing first-order dominance among continuous bivariate distributions. | nb_NO |
dc.language.iso | eng | nb_NO |
dc.publisher | Springer Verlag | nb_NO |
dc.title | First-order dominance: stronger characterization and a bivariate checking algorithm | nb_NO |
dc.type | Journal article | nb_NO |
dc.type | Peer reviewed | nb_NO |
dc.description.version | acceptedVersion | nb_NO |
dc.source.pagenumber | 1-27 | nb_NO |
dc.source.journal | Mathematical programming | nb_NO |
dc.identifier.doi | 10.1007/s10107-017-1213-9 | |
dc.identifier.cristin | 1560155 | |
dc.description.localcode | This is a post-peer-review, pre-copyedit version of an article published in [Mathematical programming] Locked until 2.12.2018 due to copyright restrictions. The final authenticated version is available online at: https://link.springer.com/article/10.1007%2Fs10107-017-1213-9 | nb_NO |
cristin.unitcode | 194,60,25,0 | |
cristin.unitname | Institutt for industriell økonomi og teknologiledelse | |
cristin.ispublished | true | |
cristin.fulltext | postprint | |
cristin.qualitycode | 2 | |