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

DOI10.1016/J.JECONOM.2009.10.009zbMATH Open1441.62864OpenAlexW1993329588MaRDI QIDQ737880FDOQ737880

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

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Mathematics Subject Classification ID

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

Cites Work

• Jackknifing $U$-Statistics
• Title not available (Why is that?)
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Title not available (Why is that?)
• The Efficiency Analysis of Choices Involving Risk
• Title not available (Why is that?)
• Testing for second order stochastic dominance
• A test for second order stochastic dominance
• Nonparametric Tests of Stochastic Dominance in Income Distributions
• Risk Aversion in the Small and in the Large
• Second Degree Stochastic Dominance with Respect to a Function
• Marginal Conditional Stochastic Dominance
• Increasing risk

Cited In (1)

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

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