An improved bootstrap test for restricted stochastic dominance

DOI10.1016/j.jeconom.2019.08.016OpenAlexW2216725659MaRDI QIDQ2236873

Thomas M. Lok, Rami V. Tabri

Publication date: 26 October 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://econ-wpseries.com/2015/201515-13.pdf

zbMATH Keywords

empirical likelihoodbootstrap testsemi-infinite programcontact setrestricted stochastic dominance

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (2)

Shape Constrained Kernel PDF and PMF Estimation ⋮ Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach

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