Semi-nonparametric test of second degree stochastic dominance with respect to a function

DOI10.1016/J.JECONOM.2009.10.009MaRDI QIDQ737880zbMATH OpenOpenAlexFDO

Authors Keith D. Schumann

Publication date 12 August 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2009.10.009

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3549968 (Why is no real title available?)
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• scientific article; zbMATH DE number 3084669 (Why is no real title available?)
• A test for second order stochastic dominance
• Increasing risk
• Jackknifing $U$-Statistics
• Marginal Conditional Stochastic Dominance
• Nonparametric Tests of Stochastic Dominance in Income Distributions
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Risk Aversion in the Small and in the Large
• Second Degree Stochastic Dominance with Respect to a Function
• Testing for second order stochastic dominance
• The Efficiency Analysis of Choices Involving Risk

Cited in

(1)

• Four-decision tests for stochastic dominance, with an application to environmental psychophysics

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