Please use this identifier to cite or link to this item:
Dyckerhoff, Rainer
Holz, Hartmut
Mosler, Karl
Year of Publication: 
Series/Report no.: 
Discussion papers in statistics and econometrics 1/98
We consider four orthant stochastic orderings between random vectors X and Y that have finitely discrete probability distributions in IRk. For each of the orderings conditions have been developed that are necessary and sufficient for dominance of Y over X. We present an algorithm that checks these conditions in an efficient way by operating on a semilattice generated by the support of the two distributions. In particular, the algorithm can be used to compute multivariate Smirnov statistics.
Multivariate stochastic orders
decision under risk
comparison of empirical distribution functions
Document Type: 
Working Paper

Files in This Item:
318.34 kB
271.22 kB

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.