An improved bootstrap test of stochastic dominance (Q2630159): Difference between revisions

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+On the Bootstrap of the Maximum Score Estimator
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+Nonparametric Tests of Stochastic Dominance in Income Distributions
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+ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP
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+Q4869547
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+Consistent Tests for Stochastic Dominance
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+Q4277836
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+Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
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+Estimation and Confidence Regions for Parameter Sets in Econometric Models
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+Statistical Inference for the Measurement of the Incidence of Taxes and Transfers
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+Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
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+Bootstrapping general empirical measures
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+Gaussian characterization of uniform Donsker classes of functions
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Testing for stochastic dominance using the weighted McFadden-type statistic
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+On bootstrapping \(M\)-estimated residual processes in multiple linear regression models
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+Consistent Testing for Stochastic Dominance under General Sampling Schemes
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+Uniform Inference in Autoregressive Models
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+Estimation with overidentifying inequality moment conditions
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+Uniform Donsker classes of functions
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+Weak convergence and empirical processes. With applications to statistics
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