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

DOI10.1080/00949659808811894MaRDI QIDQ4253288zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

majorizationefficiency analysis

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A stochastic dominance comparison of truncated normal distributions
• Adaptive Smoothing and Density-Based Tests of Multivariate Normality
• Bootstrapped Insights into Empirical Applications of Stochastic Dominance
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
• Efficient Algorithms for Stochastic Dominance Tests Based on Financial Market Data
• Equivalent Comparisons of Experiments
• Estimation of error probabilities in stochastic dominance
• Inequalities: theory of majorization and its applications
• Local Bandwidth Selection for Kernel Estimates
• On optimal data-based bandwidth selection in kernel density estimation
• On the number of crossings of empirical distribution functions
• Optimal Kernel Weights Under a Power Criterion
• Ordered Families of Distributions
• Recent Developments in Nonparametric Density Estimation
• Sample vs. Population Mean-Variance Efficient Portfolios
• Stochastic Dominance and Expected Utility: Survey and Analysis
• The Efficiency Analysis of Choices Involving Risk
• Two-Stage Production Scheduling with Separated Set-up Times and Stochastic Breakdowns
• Visual Error Criteria for Qualitative Smoothing

Cited in

(3)

• scientific article; zbMATH DE number 1222307 (Why is no real title available?)
• Test of dominance relations based on kernel smoothing method
• Statistical inference for a relaxation index of stochastic dominance under density ratio model

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