A Kolmogorov-type test for second-order stochastic dominance

DOI10.1016/S0167-7152(97)00116-8zbMath0937.62047OpenAlexW2026242791MaRDI QIDQ1379911

Mark Trede, Friedrich Schmid

Publication date: 5 March 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00116-8

zbMATH Keywords

second-order stochastic dominancepower of testsfunctional of Brownian bridgeone-sample testing problem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

Testing for stochastic dominance using the weighted McFadden-type statistic ⋮ Portfolio optimization based on stochastic dominance and empirical likelihood ⋮ Testing against second-order stochastic dominance of multiple distributions ⋮ Commentary on ``From unidimensional to multidimensional inequality: a review

Cites Work

• Inference for the crossing point of two continuous cdf's
• Testing for second order stochastic dominance
• On extensions of dmrl and related partial orderings of life distributions
• Stochastic Dominance and Expected Utility: Survey and Analysis
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