A Kolmogorov-type test for second-order stochastic dominance (Q1379911): Difference between revisions
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Property / cites work: Q5560061 / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/s0167-7152(97)00116-8 / rank | |||
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Revision as of 11:54, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | A Kolmogorov-type test for second-order stochastic dominance |
scientific article |
Statements
A Kolmogorov-type test for second-order stochastic dominance (English)
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5 March 1998
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one-sample testing problem
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power of tests
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functional of Brownian bridge
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second-order stochastic dominance
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