Testing for stochastic dominance using the weighted McFadden-type statistic (Q274913)
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scientific article; zbMATH DE number 6573058
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| English | Testing for stochastic dominance using the weighted McFadden-type statistic |
scientific article; zbMATH DE number 6573058 |
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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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0.8268483281135559
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0.8188356161117554
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0.8178660273551941
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0.8168820738792419
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0.8054704666137695
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