Betting on Bets: Anytime-Valid Tests for Stochastic Dominance

Betting on Bets: Anytime-Valid Tests for Stochastic Dominance

We develop a family of powerful e-processes for sequentially testing various notions of stochastic dominance. Working paper (arXiv).

April 2026 · Sebastian Arnold, Yo Joong Choe, Marco Scarsini, Ilia Tsetlin