mlsanityData to 7 Oct 2026

An optimal transportation approach for assessing almost stochastic order

arXiv 1705.01788 ↗First posted 4 May 2017stat.MEcited by 33

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Abstract (arXiv)

When stochastic dominance F≤stG does not hold, we can improve agreement to stochastic order by suitably trimming both distributions. In this work we consider the L2-Wasserstein distance, mathcal W2, to stochastic order of these trimmed versions. Our characterization for that distance naturally leads to consider a mathcal W2-based index of disagreement with stochastic order, varepsilonmathcal W2(F,G). We provide asymptotic results allowing to test H0: varepsilonmathcal W2(F,G)≥ varepsilon0 vs Ha: varepsilonmathcal W2(F,G)<varepsilon0, that, under rejection, would give statistical guarantee of almost stochastic dominance. We include a simulation study showing a good performance of the index under the normal model.

Key facts. Cited by 33 papers in the map (data through 7 Oct 2026). First posted on arXiv 4 May 2017.

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Citing papers per year: 2022: 5; 2023: 7; 2024: 16; 2025: 3; 2026: 2.

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  11. 2022Understanding the Relation of User and News Representations in Content-Based Neural News Recommendationcited by 1
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