New and improved estimators of distribution functions under second-order stochastic dominance

DOI10.1080/10485250802322390zbMath1162.62027MaRDI QIDQ3611823

Hammou El Barmi, Dobrin Marchev

Publication date: 3 March 2009

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250802322390

zbMATH Keywords

stocks; consistency; restricted estimation; bonds; second-order stochastic ordering

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

60E15: Inequalities; stochastic orderings

62G05: Nonparametric estimation