Testing for restricted stochastic dominance

R Davidson, JY Duclos - Econometric Reviews, 2013 - Taylor & Francis
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic
dominance between two distributions. These tests have a null hypothesis of nondominance …
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[引用][C] Testing for Restricted Stochastic Dominance

R Davidson, JY Duclos - Econometric Reviews, 2013 - cir.nii.ac.jp
Testing for Restricted Stochastic Dominance | CiNii Research CiNii 国立情報学研究所 学術
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Testing for Restricted Stochastic Dominance

R Davidson, JY Duclos - Econometric Reviews, 2013 - hal.science
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic
dominance between two distributions. These tests have a null hypothesis of nondominance …

Testing for Restricted Stochastic Dominance.

R Davidson, JY Duclos - Econometric Reviews, 2013 - search.ebscohost.com
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic
dominance between two distributions. These tests have a null hypothesis of nondominance …

Testing for Restricted Stochastic Dominance

R Davidson, JY Duclos - 2013 - ideas.repec.org
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic
dominance between two distributions. These tests have a null hypothesis of nondominance …

Testing for Restricted Stochastic Dominance

R Davidson, JY Duclos - Econometric Reviews, 2013 - amu.hal.science
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic
dominance between two distributions. These tests have a null hypothesis of nondominance …

Testing for Restricted Stochastic Dominance

R Davidson, JY Duclos - Econometric Reviews, 2013 - econpapers.repec.org
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic
dominance between two distributions. These tests have a null hypothesis of nondominance …

Testing for Restricted Stochastic Dominance

R Davidson, JY Duclos - 2013 - econpapers.repec.org
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic
dominance between two distributions. These tests have a null hypothesis of nondominance …

Testing for Restricted Stochastic Dominance

R Davidson, JY Duclos - Econometric Reviews, 2013 - ideas.repec.org
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic
dominance between two distributions. These tests have a null hypothesis of nondominance …