Testing for stochastic dominance using the weighted McFadden-type statistic (Q274913): Difference between revisions
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| Property / author | |||
| Property / author: Lajos Horváth / rank | |||
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| Property / author | |||
| Property / author: Piotr S. Kokoszka / rank | |||
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| Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60E15 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6573058 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic dominance | |||
| Property / zbMATH Keywords: stochastic dominance / rank | |||
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Kolmogorov-Smirnov-type statistic | |||
| Property / zbMATH Keywords: Kolmogorov-Smirnov-type statistic / rank | |||
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asymptotic distribution | |||
| Property / zbMATH Keywords: asymptotic distribution / rank | |||
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Brownian bridge | |||
| Property / zbMATH Keywords: Brownian bridge / rank | |||
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bootstrap | |||
| Property / zbMATH Keywords: bootstrap / rank | |||
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Revision as of 16:19, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for stochastic dominance using the weighted McFadden-type statistic |
scientific article |
Statements
Testing for stochastic dominance using the weighted McFadden-type statistic (English)
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25 April 2016
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stochastic dominance
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Kolmogorov-Smirnov-type statistic
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asymptotic distribution
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Brownian bridge
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bootstrap
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