Semi-nonparametric test of second degree stochastic dominance with respect to a function

DOI10.1016/j.jeconom.2009.10.009zbMath1441.62864OpenAlexW1993329588MaRDI QIDQ737880

Keith D. Schumann

Publication date: 12 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.009

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Utility theory (91B16)

Cites Work

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• Increasing risk
• Testing for second order stochastic dominance
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Second Degree Stochastic Dominance with Respect to a Function
• A test for second order stochastic dominance
• Marginal Conditional Stochastic Dominance
• Nonparametric Tests of Stochastic Dominance in Income Distributions
• Risk Aversion in the Small and in the Large
• The Efficiency Analysis of Choices Involving Risk
• Jackknifing $U$-Statistics

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