Testing for stochastic dominance using the weighted McFadden-type statistic (Q274913)

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English	Testing for stochastic dominance using the weighted McFadden-type statistic	scientific article

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Testing for stochastic dominance using the weighted McFadden-type statistic (English)

Journal of Econometrics

25 April 2016

stochastic dominance

Kolmogorov-Smirnov-type statistic

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asymptotic distribution

Brownian bridge

bootstrap

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2005.03.013

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cites work

Nonparametric Tests of Stochastic Dominance in Income Distributions

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Consistent Tests for Stochastic Dominance

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Welfare indicators: a review and new perspectives. I. Measurement of inequality

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Bootstrapping empirical functions

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Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality

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Testing for second order stochastic dominance

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A test for second order stochastic dominance

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Stochastic Dominance and Expected Utility: Survey and Analysis

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Consistent Testing for Stochastic Dominance under General Sampling Schemes

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Q4003131

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Orderings of risks: A comparative study via stop-loss transforms

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Q2778807

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Testing for first order stochastic dominance in either direction

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A Kolmogorov-type test for second-order stochastic dominance

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Q4301147

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The Density of the Distribution of the Maximum of a Gaussian Process

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Identifiers

zbMATH Open document ID

1345.62076

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DOI

10.1016/j.jeconom.2005.03.013

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Mathematics Subject Classification ID

Sitelinks

Mathematics(1 entry)

mardi Publication:274913