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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…