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20232026
most citedConvex combinations of random variables stochastically dominate the parent for a new class of heavy-tailed distributions

1 citations · 2 across the 7 of their papers we have counts for

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stat.ME2026

Nonparametric tests for stochastic dominance between linear combinations of risks

Tommaso Lando, Paulo Eduardo Oliveira

Weighted aggregations of i.i.d. risks without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resu…

stat.ME2024

Inequalities and bounds for expected order statistics from transform-ordered families

Tommaso Lando Idir Arab, Paulo Eduardo Oliveira

We introduce a comprehensive method for establishing stochastic orders among order statistics in the i.i.d. case. This approach relies on the assumption that the underlying distrib…