Integrated Distribution Function Criteria

Integrated Distribution Function Criteria is a formal framework within stochastic dominance analysis that integrates successive cumulative distribution functions to establish dominance relations by comparing their iterated integrals, thereby extending the standard stochastic orderings to higher orders through a systematic transformation of the underlying distribution functions.

2

Publications

204

Citations

5

Authors

4

Institutions

Publications per year

2017–2026

0

Authors

5

  1. RF
    Ray Fitzpatrick

    University of Oxford, United Kingdom

    1 publications · 60 citations

    1

    h-index

  2. NB
    Nicole Bäuerle

    Karlsruhe Institute of Technology, Germany

    1 publications · 144 citations

    1

    h-index

  3. AM
    Alfred Müller

    Karlsruhe Institute of Technology, Germany

    1 publications · 144 citations

    1

    h-index

  4. JM
    Josephine M. Norquist

    Merck & Co., Inc., Rahway, NJ, USA (United States), United States

    1 publications · 60 citations

    1

    h-index

  5. CJ
    Crispin Jenkinson

    University of Oxford, United Kingdom

    1 publications · 60 citations

    1

    h-index

1–5 of 5

Venues

  1. Journal of Clinical Epidemiology

    1 publications · 60 citations

    1

    h-index

  2. Insurance Mathematics and Economics

    1 publications · 144 citations

    1

    h-index

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