Improving the power of tests of stochastic dominance
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Cites work
- scientific article; zbMATH DE number 51427 (Why is no real title available?)
- A Monte Carlo investigation of some tests for stochastic dominance
- A Reality Check for Data Snooping
- A new test for linear inequality constraints when the variance-covariance matrix depends on the unknown parameters
- An improved bootstrap test of stochastic dominance
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
- Consistent Tests for Stochastic Dominance
- Inference based on conditional moment inequalities
- Inference for parameters defined by moment inequalities using generalized moment selection
- Large sample confidence regions based on subsamples under minimal assumptions
- Nonparametric Tests of Stochastic Dominance in Income Distributions
- Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
- Testing inequality constraints in linear econometric models
- The Density of the Distribution of the Maximum of a Gaussian Process
Cited in
(34)- Mean-risk tests of stochastic dominance
- A Monte Carlo investigation of some tests for stochastic dominance
- Comparing distributions by multiple testing across quantiles or CDF values
- Testing identification conditions of LATE in fuzzy regression discontinuity designs
- Testing for restricted stochastic dominance
- Consistent Tests for Stochastic Dominance
- Testing treatment effect heterogeneity in regression discontinuity designs
- Distribution-free tests of stochastic dominance for small samples
- A new class of nonparametric tests for second-order stochastic dominance based on the Lorenz P-P plot
- An improved bootstrap test for restricted stochastic dominance
- A stochastic dominance approach to the measurement of discrimination
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
- Testing generalized regression monotonicity
- Testing for prospect and Markowitz stochastic dominance efficiency
- Improved Nonparametric Bootstrap Tests of Lorenz Dominance
- Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering
- Likelihood Ratio Tests for Lorenz Dominance
- Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach
- Estimation and Inference of Distributional Partial Effects: Theory and Application
- Portfolio optimization with robust stochastic dominance testing: a genetic algorithm approach
- Tests for the first-order stochastic dominance
- Statistical inference for a relaxation index of stochastic dominance under density ratio model
- Tests of stochastic monotonicity with improved power
- Instrument validity for heterogeneous causal effects
- Consistent tests for semiparametric conditional independence
- Four-decision tests for stochastic dominance, with an application to environmental psychophysics
- Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse
- Testing for central dominance: method and application
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
- A nonparametric test of mth-degree inverse stochastic dominance
- Tests of stochastic dominance with repeated measurements data
- The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
- Testing for the presence of treatment effect under selection on observables
- An improved bootstrap test of stochastic dominance
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