Testing against second-order stochastic dominance of multiple distributions

DOI10.1142/S1793524515500400zbMath1312.62023OpenAlexW2023414940MaRDI QIDQ5251678

Jianling Zhang, Zhong-Zhan Zhang, Weizhen Wang

Publication date: 20 May 2015

Published in: International Journal of Biomathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s1793524515500400

zbMATH Keywords

weak convergenceasymptotic distributionhypothesis testingsecond-order stochastic dominance

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Cites Work

• Statistical inference for uniform stochastic ordering in several populations
• An empirical analysis of term premiums using significance tests for stochastic dominance
• A Kolmogorov-type test for second-order stochastic dominance
• A test for second order stochastic dominance
• Nonparametric tests for and against likelihood ratio ordering in the two-sample problem
• Tests for the Second Order Stochastic Dominance Based onL-Statistics
• Inequalities: theory of majorization and its applications

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