Consistent testing for stochastic dominance under general sampling schemes

Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Keywords: Bootstrap; dominance; Kolmogorov-Smirnov; subsampling. (search for similar items in EconPapers)
JEL-codes: C12 C14 (search for similar items in EconPapers)
Pages: 52 pages
Date: 2003-12
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Citations: View citations in EconPapers (22)

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http://eprints.lse.ac.uk/2208/ Open access version. (application/pdf)

Related works:
Journal Article: Consistent Testing for Stochastic Dominance under General Sampling Schemes (2005)
Working Paper: Consistent Testing for Stochastic Dominance under General Sampling Schemes (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:2208

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