The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions (Q947918)
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scientific article; zbMATH DE number 5349724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions |
scientific article; zbMATH DE number 5349724 |
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The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions (English)
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8 October 2008
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stochastic dominance
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correlated distributions
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heteroskedasticity
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grid points
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0.8828787
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0.87228274
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0.8689645
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0.86847115
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0.86689115
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