A Kolmogorov-type test for second-order stochastic dominance (Q1379911)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Kolmogorov-type test for second-order stochastic dominance |
scientific article |
Statements
A Kolmogorov-type test for second-order stochastic dominance (English)
0 references
5 March 1998
0 references
one-sample testing problem
0 references
power of tests
0 references
functional of Brownian bridge
0 references
second-order stochastic dominance
0 references
