An improved bootstrap test of stochastic dominance

DOI10.1016/j.jeconom.2009.08.002zbMath1431.62190OpenAlexW2150476991MaRDI QIDQ2630159

Kyungchul Song, Yoon-Jae Whang, Oliver B. Linton

Publication date: 25 July 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.08.002

zbMATH Keywords

bootstrapinequality restrictionsstochastic dominanceset estimation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

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