Two New Tests for the Relationships of Stochastic Dominance

Two New Tests for the Relationships of Stochastic Dominance

To test the relationships of stochastic dominance, this paper firstly proposes two new consistent K-S-type statistics based on a quantile rule. Then, we consider their asymptotic properties. We introduce the bootstrap method to calculate the <i>p</i>-values of our proposed tests and use...

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Bibliographic Details
Main Authors: Weiwei Zhuang, Haowei He, Guoxin Qiu
Format: Article
Language:English
Published: MDPI AG 2024-01-01
Series:Axioms
Subjects:
bootstrap method
hypothesis test
quantile rule
stochastic dominance
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Online Access:https://www.mdpi.com/2075-1680/13/2/89

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https://www.mdpi.com/2075-1680/13/2/89

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