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Estimating Consistent Tests for Stochastic Dominance

Last update: 2 February 2024

Copyright license: MIT license, File License

Software version identifier: 0.0.1

Stochastic dominance tests help ranking different distributions. The package implements the consistent test for stochastic dominance by Barrett and Donald (2003) <doi:10.1111/1468-0262.00390>. Specifically, it implements Barrett and Donald's Kolmogorov-Smirnov type tests for first- and second-order stochastic dominance based on bootstrapping 2 and 1.

Cites work

Consistent Tests for Stochastic Dominance

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