An improved bootstrap test for restricted stochastic dominance

DOI10.1016/J.JECONOM.2019.08.016MaRDI QIDQ2236873zbMATH OpenOpenAlexFDO

Authors Thomas M. Lok, Rami V. Tabri

Publication date 26 October 2021

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL http://econ-wpseries.com/2015/201515-13.pdf

zbMATH Keywords

empirical likelihoodbootstrap testsemi-infinite programcontact setrestricted stochastic dominance

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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