Efficient Algorithms for Stochastic Dominance Tests Based on Financial Market Data
提出一种针对三阶随机占优的高效算法，利用优超条件简化计算，适用于金融市场数据中均匀概率测度的情形。
It is known that when the random variables being compared have a uniform probability measure, as is the case when using financial market data, the computation of efficient sets for first- and second-degree dominance can be greatly simplified if majorization conditions are used instead of the dominance definitions. This paper presents an equally efficient technique for third-degree dominance.