The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions

DOI10.1016/J.MATCOM.2007.09.002zbMath1151.91705OpenAlexW1990413764MaRDI QIDQ947918

Hooi-Hooi Lean, Wing-Keung Wong, Xibin Zhang

Publication date: 8 October 2008

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2007.09.002

zbMATH Keywords

stochastic dominanceheteroskedasticitygrid pointscorrelated distributions

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Statistical methods; economic indices and measures (91B82)

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