Testing for second order stochastic dominance

DOI10.1080/03610928508828956zbMath0578.62050OpenAlexW1990652117MaRDI QIDQ3700613

Harshinder Singh, Jayant V. Deshpande

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828956

zbMATH Keywords

expected utilityempirical distributionchoice under uncertaintyasymptotic distribution-free testscomparison of random economic prospects for risk avertersgoodness of fit against restricted alternativemaximization oftesting second order stochastic dominance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items

Testing for stochastic dominance using the weighted McFadden-type statistic ⋮ Test for new better than used in convex ordering ⋮ A test for second order stochastic dominance ⋮ Portfolio optimization based on stochastic dominance and empirical likelihood ⋮ A Kolmogorov-type test for second-order stochastic dominance ⋮ Sufficient conditions for stochastic equality of two distributions under some partial orders ⋮ Semi-nonparametric test of second degree stochastic dominance with respect to a function

Cites Work

• Stochastic Dominance and the Maximization of Expected Utility
• The Efficiency Analysis of Choices Involving Risk