A Kolmogorov-type test for second-order stochastic dominance (Q1379911)
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scientific article; zbMATH DE number 1124494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Kolmogorov-type test for second-order stochastic dominance |
scientific article; zbMATH DE number 1124494 |
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A Kolmogorov-type test for second-order stochastic dominance (English)
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5 March 1998
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one-sample testing problem
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power of tests
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functional of Brownian bridge
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second-order stochastic dominance
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0.9623543
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0.9534914
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0.94178516
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