Testing for first order stochastic dominance in either direction

zbMath0935.62056MaRDI QIDQ1966012

Mark Trede, Friedrich Schmid

Publication date: 2 March 2000

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionfirst order stochastic dominancepower of testdistribution free testfinite sample distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items (4)

Testing for stochastic dominance using the weighted McFadden-type statistic ⋮ A contamination model for the stochastic order ⋮ Nonparametric tests for stochastic ordering ⋮ Specification analysis in mixed hazard models and a test of crossing survival functions

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