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

DOI10.1080/00949659808811894zbMATH Open0942.62040OpenAlexW2091158627MaRDI QIDQ4253288FDOQ4253288

Authors: Ray D. Nelson, Rulon D. Pope 

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

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zbMATH Keywords

majorizationefficiency analysis

Mathematics Subject Classification ID

Density estimation (62G07) Monte Carlo methods (65C05)

Cites Work

• Equivalent Comparisons of Experiments
• Title not available (Why is that?)
• On optimal data-based bandwidth selection in kernel density estimation
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Adaptive Smoothing and Density-Based Tests of Multivariate Normality
• The Efficiency Analysis of Choices Involving Risk
• Inequalities: theory of majorization and its applications
• Stochastic Dominance and Expected Utility: Survey and Analysis
• Ordered Families of Distributions
• Recent Developments in Nonparametric Density Estimation
• Two-Stage Production Scheduling with Separated Set-up Times and Stochastic Breakdowns
• Local Bandwidth Selection for Kernel Estimates
• Visual Error Criteria for Qualitative Smoothing
• Optimal Kernel Weights Under a Power Criterion
• On the number of crossings of empirical distribution functions
• Efficient Algorithms for Stochastic Dominance Tests Based on Financial Market Data
• Bootstrapped Insights into Empirical Applications of Stochastic Dominance
• A stochastic dominance comparison of truncated normal distributions
• Estimation of error probabilities in stochastic dominance
• Sample vs. Population Mean-Variance Efficient Portfolios

Cited In (3)

• Statistical inference for a relaxation index of stochastic dominance under density ratio model
• Title not available (Why is that?)
• Test of dominance relations based on kernel smoothing method

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