An improved bootstrap test of stochastic dominance
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- Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation for Research in Economics, Yale University.
- Whang, Yoon-Jae & Song, Kyungchul & Linton, Oliver, 2009. "An improved bootstrap test of stochastic dominance," UC3M Working papers. Economics we094827, Universidad Carlos III de Madrid. Departamento de Economía.
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Keywords
Stochastic dominance Inequality restrictions Bootstrap Set estimation;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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