Estimation of error probabilities in stochastic dominance (Q3806561): Difference between revisions
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| Property / cites work: Investment Decision Rules, Diversification, and the Investors's Initial Wealth / rank | |||
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| Property / cites work: Stochastic Dominance among Log-Normal Prospects / rank | |||
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Latest revision as of 10:56, 19 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of error probabilities in stochastic dominance |
scientific article |
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Estimation of error probabilities in stochastic dominance (English)
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1986
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estimation of error probabilities
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normal distributions
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Kolmogorov- Smirnov test
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utility theory
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stochastic dominance
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sampling error
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simulation results
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lognormal distributions
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