stodom

MaRDI QIDQ5977055CRANFDO

Authors Sergei Schaub

Last update 2 February 2024

Copyright license MIT license, File License

Software version identifier 0.0.1

Description

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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