Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study

DOI10.1080/00949659808811894zbMath0942.62040OpenAlexW2091158627MaRDI QIDQ4253288

Rulon D. Pope, Ray D. Nelson

Publication date: 29 September 1999

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659808811894

zbMATH Keywords

majorizationefficiency analysis

Mathematics Subject Classification ID

Related Items (1)

Test of dominance relations based on kernel smoothing method

Cites Work

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