stodom (Q5977055)
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Estimating Consistent Tests for Stochastic Dominance
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | stodom |
Estimating Consistent Tests for Stochastic Dominance |
Statements
Stochastic dominance tests help ranking different distributions. The package implements the consistent test for stochastic dominance by Barrett and Donald (2003) <doi:10.1111/1468-0262.00390>. Specifically, it implements Barrett and Donald's Kolmogorov-Smirnov type tests for first- and second-order stochastic dominance based on bootstrapping 2 and 1.
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2 February 2024
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