A Kolmogorov-type test for second-order stochastic dominance

DOI10.1016/S0167-7152(97)00116-8zbMATH Open0937.62047OpenAlexW2026242791MaRDI QIDQ1379911FDOQ1379911

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

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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)

Cites Work

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• Stochastic Dominance and Expected Utility: Survey and Analysis
• Testing for second order stochastic dominance
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• On extensions of dmrl and related partial orderings of life distributions
• Inference for the crossing point of two continuous cdf's

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
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Improving the power of tests of stochastic dominance
• Portfolio optimization based on stochastic dominance and empirical likelihood
• Title not available (Why is that?)
• Consistent Testing for Stochastic Dominance under General Sampling Schemes
• Testing for second order stochastic dominance
• A test for second order stochastic dominance

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