Consistent Tests for Stochastic Dominance

DOI10.1111/1468-0262.00390zbMath1137.62332MaRDI QIDQ5472955

Garry F. Barrett, Stephen G. Donald

Publication date: 19 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1468-0262.00390

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G10: Nonparametric hypothesis testing

60E15: Inequalities; stochastic orderings

62G09: Nonparametric statistical resampling methods

65C05: Monte Carlo methods

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