Testing for restricted stochastic dominance

R Davidson, JY Duclos - Econometric Reviews, 2013 - Taylor & Francis
… In Section 5, the concept of restricted stochastic dominance is introduced, and justified by …
In Section 6, we discuss how to test the null hypothesis of restricted stochastic nondominance, …

Testing for restricted stochastic dominance

R Davidson, JY Duclos - 2006 - papers.ssrn.com
… of restricted stochastic dominance is introduced. In Section 6, we discuss how to test restricted
stochastic dominance, and then, in Section 7 we develop procedures for testing the null of …

Testing for restricted stochastic dominance: Some further results

R Davidson - 2009 - shs.hal.science
… of restricted stochastic non dominance can be tested by both asymptotic and bootstrap tests,
… In this paper, the methodology is extended to tests of higherorder stochastic dominance. It is …

An improved bootstrap test for restricted stochastic dominance

TM Lok, RV Tabri - Journal of Econometrics, 2021 - Elsevier
… The results of this section carry over to the more complicated setup of restricted stochastic
dominance when combining constrained empirical likelihood estimation with the non-negative …

Testing for stochastic dominance

D McFadden - Studies in the economics of uncertainty: In honor of …, 1989 - Springer
… This paper develops statistical tests for stochastic dominance. … test for first-degree stochastic
dominance, I include this limiting case in the definition 16 This is the distribution of the test

Consistent tests for stochastic dominance

GF Barrett, SG Donald - Econometrica, 2003 - Wiley Online Library
… , of the complete set of restrictions that relate to the various forms of stochastic dominance.
For such tests, in the case of tests for stochastic dominance beyond first order, we propose …

Conditional stochastic dominance testing

MA Delgado, JC Escanciano - Journal of Business & Economic …, 2013 - Taylor & Francis
… This article proposes consistent tests for conditional stochastic dominance and other …
to testing conditional stochastic dominance is a great deal of literature on two-sided tests for …

Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia

RV Tabri, MJ Elias - arXiv preprint arXiv:2406.15702, 2024 - arxiv.org
… a unifying approach to stochastic dominance testing under survey … procedure for restricted
sth-order stochastic dominance, … likelihood to formulate the test statistic and compares it to a …

Empirical tests for stochastic dominance efficiency

T Post - the Journal of Finance, 2003 - Wiley Online Library
tests for the stochastic dominance efficiency of a given portfolio with respect to all possible
portfolios constructed from a set of assets. The tests … properties of the test results and allow for …

Distribution-free tests of stochastic dominance for small samples

A Heathcote, S Brown, EJ Wagenmakers… - Journal of Mathematical …, 2010 - Elsevier
… In this paper we focus on distribution-free inferential tests of stochastic dominance.
Distribution-free statistical tests of dominance have, mainly, been developed for econometric …