most citedMinimal Quantile Functions Subject to Stochastic Dominance Constraints

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math.PR2020★ 1 cited

Minimal Quantile Functions Subject to Stochastic Dominance Constraints

Xiangyu Wang, Jianming Xia, Zuo Quan Xu +1

We consider a problem of finding an SSD (second-order stochastic dominance)-minimal quantile function subject to the mixture of FSD (first-order stochastic dominance) and SSD const…