Pages that link to "Item:Q5692948"
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The following pages link to Consistent Testing for Stochastic Dominance under General Sampling Schemes (Q5692948):
Displaying 50 items.
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- Testing for stochastic dominance using the weighted McFadden-type statistic (Q274913) (← links)
- A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Estimation and inference in an ecological inference model (Q312357) (← links)
- Measuring human development: a stochastic dominance approach (Q356754) (← links)
- Life expectancy of a bathtub shaped failure distribution (Q451440) (← links)
- Moment conditions for almost stochastic dominance (Q485560) (← links)
- Assessing point forecast accuracy by stochastic loss distance (Q500526) (← links)
- Testing for central dominance: method and application (Q503582) (← links)
- Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
- Nonparametric estimation and inference about the overlap of two distributions (Q528068) (← links)
- The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test (Q553013) (← links)
- Making inefficient market indices efficient (Q617525) (← links)
- Robust subsampling (Q738145) (← links)
- The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions (Q947918) (← links)
- Subsampling \(p\)-values (Q988107) (← links)
- Forecast dominance testing via sign randomization (Q1627567) (← links)
- Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
- Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
- On the asymptotic distribution of (generalized) Lorenz transvariation measures (Q1701049) (← links)
- Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models (Q1727889) (← links)
- Models for the assessment of treatment improvement: the ideal and the feasible (Q1750259) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements (Q1761828) (← links)
- A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests (Q2044382) (← links)
- The stock implied volatility and the implied dividend volatility (Q2115942) (← links)
- Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models (Q2116357) (← links)
- Nonmonotonic risk preferences over lottery comparison (Q2160537) (← links)
- Four-decision tests for stochastic dominance, with an application to environmental psychophysics (Q2176798) (← links)
- Spanning tests for Markowitz stochastic dominance (Q2190226) (← links)
- Kolmogorov-Smirnov type test for generated variables (Q2208864) (← links)
- An improved bootstrap test for restricted stochastic dominance (Q2236873) (← links)
- On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) (← links)
- Nonparametric estimation and inference on conditional quantile processes (Q2343758) (← links)
- A stochastic dominance approach to financial risk management strategies (Q2347722) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
- A contamination model for the stochastic order (Q2397991) (← links)
- Increasing discriminatory power in well-being analysis using convex stochastic dominance (Q2417371) (← links)
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting (Q2451814) (← links)
- On the dual test for SSD efficiency With an application to momentum investment strategies (Q2464238) (← links)
- Estimation and inference for distribution functions and quantile functions in treatment effect models (Q2512609) (← links)
- A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
- A general test for SSD portfolio efficiency (Q2516639) (← links)
- Comparing risks with reference points: a stochastic dominance approach (Q2520437) (← links)
- A test of non-identifying restrictions and confidence regions for partially identified parameters (Q2630079) (← links)
- An improved bootstrap test of stochastic dominance (Q2630159) (← links)
- Nonparametric estimation of distributional policy effects (Q2630163) (← links)
- Identification of panel data models with endogenous censoring (Q2630349) (← links)
- A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
