New and improved estimators of distribution functions under second-order stochastic dominance

DOI10.1080/10485250802322390zbMath1162.62027OpenAlexW2013178625MaRDI QIDQ3611823

Hammou El Barmi, Dobrin Marchev

Publication date: 3 March 2009

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250802322390

zbMATH Keywords

stocksconsistencyrestricted estimationbondssecond-order stochastic ordering

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05)

Related Items (2)

Portfolio optimization based on stochastic dominance and empirical likelihood ⋮ Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering

Cites Work

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• A unified approach to testing for and against a set of linear inequality constraints in the product multinomial setting
• Nonparametric Estimation from Incomplete Observations
• Stochastic Dominance and Expected Utility: Survey and Analysis
• PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
• Inferences Under a Stochastic Ordering Constraint
• Ordered Families of Distributions

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