A Kolmogorov-type test for second-order stochastic dominance

DOI10.1016/S0167-7152(97)00116-8MaRDI QIDQ1379911zbMATH OpenOpenAlexFDO

Authors Friedrich Schmid, Mark Trede

Publication date 5 March 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(97)00116-8

zbMATH Keywords

second-order stochastic dominancepower of testsfunctional of Brownian bridgeone-sample testing problem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• A test for second order stochastic dominance
• Testing for second order stochastic dominance
• scientific article; zbMATH DE number 1366912
• Tests for the second order stochastic dominance based on \(L\)-statistics
• scientific article; zbMATH DE number 1031885

Cites work

• scientific article; zbMATH DE number 427543 (Why is no real title available?)
• scientific article; zbMATH DE number 3852171 (Why is no real title available?)
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Inference for the crossing point of two continuous cdf's
• On extensions of dmrl and related partial orderings of life distributions
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Testing for second order stochastic dominance

Cited in

(14)

• Testing for stochastic dominance using the weighted McFadden-type statistic
• Multi-samples testing for second stochastic dominance against unrestricted alternative
• Commentary on ``From unidimensional to multidimensional inequality: a review
• scientific article; zbMATH DE number 1366912 (Why is no real title available?)
• Testing against second-order stochastic dominance of multiple distributions
• Semi-nonparametric test of second degree stochastic dominance with respect to a function
• Testing for first order stochastic dominance in either direction
• scientific article; zbMATH DE number 2145681 (Why is no real title available?)
• Improving the power of tests of stochastic dominance
• Portfolio optimization based on stochastic dominance and empirical likelihood
• scientific article; zbMATH DE number 6477474 (Why is no real title available?)
• Consistent Testing for Stochastic Dominance under General Sampling Schemes
• Testing for second order stochastic dominance
• A test for second order stochastic dominance

This page was built for publication: A Kolmogorov-type test for second-order stochastic dominance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1379911)