Testing for second order stochastic dominance

DOI10.1080/03610928508828956MaRDI QIDQ3700613zbMATH OpenOpenAlexFDO

Authors J. V. Deshpande, Harshinder Singh

Publication date 1985

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928508828956

zbMATH Keywords

asymptotic distribution-free testschoice under uncertaintycomparison of random economic prospects for risk avertersempirical distributionexpected utilitygoodness of fit against restricted alternativemaximization oftesting second order stochastic dominance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20)

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Cites work

• Stochastic Dominance and the Maximization of Expected Utility
• The Efficiency Analysis of Choices Involving Risk

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