2005-10-17Buch
Consistent Testing for Stochastic Dominance under General Sampling Schemes
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae
We propose a procedure for estimating the critical values of the extended Kolmogorov-Smirnov tests of First and Second Order Stochastic Dominance in the general K-prospect case. We allow for the observations to be serially ...